├── .idea ├── dictionaries │ └── xindong.xml ├── inspectionProfiles │ ├── Project_Default.xml │ └── profiles_settings.xml ├── misc.xml ├── mlfbook.iml ├── modules.xml ├── vcs.xml └── workspace.xml ├── Chapter2_Supervised_Learning ├── section2.2_from_regression_to_classification.ipynb └── 监督学习.ipynb ├── Chapter3_LinearRegression ├── Lasso&RidgeRegressionComparison.ipynb ├── Regularization.ipynb └── 线性回归和正则化.ipynb ├── Chapter4_TreeModels ├── DecisionTreeExample.ipynb └── 树模型.ipynb ├── Chapter5_NeuralNetwork ├── Section5.2_ANN.ipynb ├── Section5.3_CNN.ipynb ├── Section5.4_RNN.ipynb ├── 人工神经网络.ipynb ├── 卷积神经网络.ipynb ├── 基本概念.ipynb └── 循环神经网络.ipynb ├── Chapter6_ClusterAnalysis ├── .idea │ ├── dictionaries │ │ └── xindong.xml │ ├── inspectionProfiles │ │ ├── Project_Default.xml │ │ └── profiles_settings.xml │ ├── misc.xml │ ├── modules.xml │ ├── unsupervised_learning.iml │ └── workspace.xml ├── ClusteringAnalysis.py ├── ClusteringAnalysis_example.ipynb ├── README.md ├── __pycache__ │ ├── stocks_intraday.cpython-36.pyc │ └── utils.cpython-36.pyc ├── stocks_daily.py ├── stocks_intraday.py └── utils.py ├── Chapter7_PCA ├── PCA_example.ipynb ├── __init__.py └── pca.py ├── Chapter8_ReinforcementLearning ├── RRL.ipynb ├── RRL_codes.py └── 循环强化学习.ipynb ├── Chapter9_CaseStudy ├── README.md ├── __init__.py ├── __pycache__ │ ├── model_helper.cpython-36.pyc │ ├── model_train.cpython-36.pyc │ └── preprocessing.cpython-36.pyc ├── default_parameters_config.py ├── input │ ├── model3lm │ │ ├── submission_lm_5x_0684941_201904281603.csv │ │ └── train_lm_5x_oof_0684941_201904281603.csv │ ├── model4nn │ │ ├── submission_nn_5x_0744998_201904281626.csv │ │ └── train_nn_5x_oof_0744998_201904281626.csv │ └── results-random-state-1001 │ │ ├── submission_LGBM5x_076703_201904251334.csv │ │ ├── submission_LGBM5x_0770248_201904241604.csv │ │ ├── train_LGBM5x_oof_076703_201904251334.csv │ │ └── train_LGBM5x_oof_0770248_201904241604.csv ├── main_grid_search.py ├── main_model_stack.py ├── 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