By Pavel Ryzhov
Get an in-depth research of monetary time sequence from the viewpoint of a sensible programmer
Overview
- Understand the rules of economic stochastic processes
- Build strong types speedy and efficiently
- Tackle the complexity of parallel programming
In Detail
Haskell is among the 3 such a lot influential sensible programming languages on hand at the present time besides Lisp and traditional ML. while used for monetary research, you could in attaining a much-improved point of prediction and transparent challenge descriptions.
Haskell monetary info Modeling and Predictive Analytics is a hands-on advisor that employs a mixture of conception and perform. beginning with the fundamentals of Haskell, this ebook walks you thru the maths concerned and the way this is often applied in Haskell.
The booklet begins with an creation to the Haskell platform and the Glasgow Haskell Compiler (GHC). you'll then know about the fundamentals of excessive frequency monetary info arithmetic in addition to tips to enforce those mathematical algorithms in Haskell.
You also will find out about the most well-liked Haskell libraries and frameworks like Attoparsec, QuickCheck, and HMatrix. additionally, you will familiarize yourself with database entry utilizing Yesod’s endurance library, permitting you to maintain your facts equipped. The publication then strikes directly to talk about the maths of counting techniques and autoregressive conditional period versions, that are very common modeling instruments for prime frequency tick facts. on the finish of the e-book, additionally, you will find out about the volatility prediction technique.
With Haskell monetary information Modeling and Predictive Analytics, you are going to study every little thing you want to learn about monetary information modeling and predictive analytics utilizing practical programming in Haskell.
What you'll research from this book
- Learn how you can construct a repair protocol parser
- Calibrate counting procedures on actual data
- Estimate version parameters utilizing the utmost probability Estimation method
- Use Akaike criterion to settle on the best-fit model
- Learn tips on how to practice property-based trying out on a generated set of enter data
- Calibrate ACD versions with the Kalman filter
- Understand parallel programming in Haskell
- Learn extra approximately volatility prediction
Approach
This booklet is a hands-on advisor that teaches readers the best way to use Haskell's instruments and libraries to investigate info from real-world assets in an easy-to-understand manner.
Who this ebook is written for
This booklet is superb for builders who're new to monetary information modeling utilizing Haskell. A easy wisdom of useful programming isn't really required yet might be helpful. An curiosity in excessive frequency finance is essential.
Read Online or Download Haskell Financial Data Modeling and Predictive Analytics PDF
Similar management information systems books
These days, net functions are virtually omnipresent. the internet has turn into a platform not just for info supply, but in addition for eCommerce structures, social networks, cellular prone, and dispensed studying environments. Engineering internet purposes consists of many intrinsic demanding situations as a result of their dispensed nature, content material orientation, and the requirement to cause them to to be had to a large spectrum of clients who're unknown upfront.
Integration Models: Templates for Business Transformation
This booklet offers a confirmed method of EAI, supplying examples from genuine perform, and exploring the stairs to stick with for its daily implementation. initially designed for corporations present process major merger and acquisition job, Integration versions have developed right into a operating toolkit for bridging the distance among company and technical types.
Service Engineering: Entwicklung und Gestaltung innovativer Dienstleistungen
Die schnelle und effiziente Realisierung innovativer Dienstleistungen stellt zunehmend einen Erfolgsfaktor für die Wettbewerbsfähigkeit von Dienstleistungsunternehmen dar. Dienstleistungen werden in der Praxis jedoch oft "ad hoc", d. h. ohne systematische Vorgehensweise, entwickelt. Das Konzept des "Service Engineering" beschreibt Vorgehensweisen, Methoden und Werkzeugunterstützung für die systematische Planung, Entwicklung und Realisierung innovativer Dienstleistungen.
Additional info for Haskell Financial Data Modeling and Predictive Analytics
Sample text
For Chapter 2, Getting your Hands Dirty, you will need an installation of one of the RDBMS: Sqlite, MySql, PostgreSQL, MongoDB, or CouchDB. Who this book is for Developers who are working in finance and would like to know how functional programming might be applied in the area will find this book of great use. Preliminary knowledge of Haskell is welcomed but is not required. Conventions In this book, you will find a number of styles of text that distinguish between different kinds of information.
Com/support and register to have the files e-mailed directly to you. Errata Although we have taken every care to ensure the accuracy of our content, mistakes do happen. If you find a mistake in one of our books—maybe a mistake in the text or the code—we would be grateful if you would report this to us. By doing so, you can save other readers from frustration and help us improve subsequent versions of this book. com/submit-errata, selecting your book, clicking on the errata submission form link, and entering the details of your errata.
Its installation goes the same way as usual: cabal install statistics It includes a lot of standard statistical functions for descriptive statistics such as mean, variance, and other moments, thus providing a solid foundation for developing further algorithms. Grubb's test for outliers Grubb's test is a statistical test that is used to detect outliers in a data set coming from a normally distributed population. The test detects one outlier at a time. When this outlier is detected, it is removed from data set and the test is iterated until no outliers are detected.