Lewinson Python for Finance Cookbook

Over 50 recipes for applying modern Python libraries to financial data analysis
1. Auflage 2020
ISBN: 978-1-78961-732-0
Verlag: De Gruyter
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 432 Seiten

No detailed description available for "Python for Finance Cookbook".

Autoren/Hrsg.

Lewinson, Eryk

Fachgebiete

• Mathematik | Informatik EDV | Informatik Daten / Datenbanken Data Mining
• Mathematik | Informatik EDV | Informatik Daten / Datenbanken Automatische Datenerfassung, Datenanalyse
• Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Programmier- und Skriptsprachen

Inhaltsverzeichnis

Table of Contents - Financial Data and Preprocessing
- Technical Analysis in Python
- Time Series Modelling
- Multi-factor Models
- Modeling Volatility with GARCH class models
- Monte Carlo Simulations in Finance
- Asset Allocation in Python
- Identifying Credit Default with Machine Learning
- Advanced Machine Learning Models in Finance
- Deep Learning in Finance

Über Autor(innen)

Lewinson Eryk:
Eryk Lewinson received his master's degree in Quantitative Finance from Erasmus University Rotterdam. In his professional career, he has gained experience in the practical application of data science methods while working in risk management and data science departments of two "big 4" companies, a Dutch neo-broker and most recently the Netherlands' largest online retailer. Outside of work, he has written over a hundred articles about topics related to data science, which have been viewed more than 3 million times. In his free time, he enjoys playing video games, reading books, and traveling with his girlfriend.