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Dr. Yves J. Hilpisch is the founder and CEO of The Python Quants (http://home.tpq.io), a group focusing on the use of open source technologies for financial data science, artificial intelligence, algorithmic trading, and computational finance. He is also the founder and CEO of The AI Ma...
With a Gentle Introduction to Forcing [Monograph in Mathematics] - Lorenz 星级: 470 页 PDSA Problem Solving With a gentle introduction to double-loop learning, program theory, and 星级: 9 页 Lorenz J Halbeisen Combinatorial Set Theory With a Gentle Introduction to Forcing 2012ISBN ...
This repository provides Python code and Jupyter Notebooks accompanying theFinancial Theory with Python — A Gentle Introductionbook published byO'Reilly. You canregister for freeon ourQuant Platformto make easy use of the Python code in the cloud. No local Python installation is required. ...
Quantitative Finance With Python: A Practical Guide to Investment Management, Trading, and Financial EngineeringThis book bridges the gap between the theory of mathematical finance and the practical applications of these concepts for derivative pricing and portfolio management. The book provides students ...
This book will introduce essential concepts in financialanalysismethods and models, covering time-series analysis, graphical analysis, technical and fundamental analysis, asset pricing and portfolio theory, investment and trade strategies, risk assessment and prediction, and financial ML practices. The Pyth...
This book will introduce essential concepts in financial analysis methods and models, covering time-series analysis, graphical analysis, technical and fundamental analysis, asset pricing and portfolio theory, investment and trade strategies, risk assessment and prediction, and financial ML practices. The ...
Quantitative Finance with Python: A Practical Guide to Investment Management, Trading and Financial Engineering bridges the gap between the theory of mathematical finance and the practical applications of these concepts for derivative pricing and portfolio management. The book provides students with a very...
Markowitz proposed his celebrated portfolio theory in which he defined volatility as standard deviation so that from then onward, finance became more intertwined with mathematics.Volatility is the backbone of finance in the sense that it not only provides an information signal to investors, but it ...
Duan Wang, SLC Management Random matrix theory (RMT) is a useful tool for noise reduction in the sample covariance matrix in financial time-series analysis. Duan Wang, a quantitative analyst on the Derivatives and Quantitative Strategies team, demonstrates how SLC Management implemented RMT in MAT...