
A fully self-contained introduction to machine learning. All that the reader requires is an understanding of the basics of matrix algebra and calculus. Machine Learning: An Applied Mathematics Introduction covers the essential mathematics behind all of the most important techniques. Chapter list: Introduction (Putting ML into context. Comparing and contrasting with classical mathematical and statistical modelling) General Matters (In one chapter all of the mathematical concepts you'll need to know. From jargon and notation to maximum likelihood, from information theory and entropy to bias and variance, from cost functions to confusion matrices, and more) K Nearest Neighbours K Means Clustering Naïve Bayes Classifier Regression Methods Support Vector Machines Self-Organizing Maps Decision Trees Neural Networks Reinforcement Learning An appendix contains links to data used in the book, and more. The book includes many real-world examples from a variety of fields including finance (volatility modelling) economics (interest rates, inflation and GDP) politics (classifying politicians according to their voting records, and using speeches to determine whether a politician is left or right wing) biology (recognising flower varieties, and using heights and weights of adults to determine gender) sociology (classifying locations according to crime statistics) gambling (fruit machines and Blackjack) business (classifying the members of his own website to see who will subscribe to his magazine) Paul Wilmott brings three decades of experience in education, and his inimitable style, to this, the hottest of subjects. This book is an accessible introduction for anyone who wants to understand the foundations and put the tools into practice. Paul Wilmott has been called “cult derivatives lecturer” by the Financial Times and “financial mathematics guru” by the BBC.
Author

Paul Wilmott is a researcher, consultant and lecturer in quantitative finance. He is best known as the author of various academic and practitioner texts on risk and derivatives, and for Wilmott magazine and Wilmott.com, a quantitative finance portal. He is the co-owner and Course Director for the Certificate in Quantitative Finance (CQF), a half year distance learning course on mathematical finance at 7City Learning, a London-based company providing training for the financial services industry. He is a founding partner of Caissa Capital, a volatility arbitrage hedge fund. He is on the editorial board of the academic journal International Journal of Theoretical and Applied Finance. He founded the Diploma in Mathematical Finance at Oxford University and the journal Applied Mathematical Finance. He is a director of Wilmott Electronic Media, which manages Wilmott.com, a website for the quantitative analyst community, and is a director of Paul & Dominic Quant Recruitment. He studied mathematics at St Catherine’s College, Oxford University, where he received his D.Phil in Applied mathematics in 1985.