By Pavel Ryzhov
Get an in-depth research of economic time sequence from the viewpoint of a practical programmer
- Understand the principles of economic stochastic processes
- Build powerful types speedy and efficiently
- Tackle the complexity of parallel programming
Haskell is likely one of the 3 so much influential sensible programming languages on hand this day in addition to 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 information Modeling and Predictive Analytics is a hands-on consultant that employs a mixture of conception and perform. beginning with the fundamentals of Haskell, this booklet walks you thru the math concerned and the way this can be applied in Haskell.
The booklet begins with an creation to the Haskell platform and the Glasgow Haskell Compiler (GHC). you are going to then know about the fundamentals of excessive frequency monetary information arithmetic in addition to how one can enforce those mathematical algorithms in Haskell.
You also will know about the most well-liked Haskell libraries and frameworks like Attoparsec, QuickCheck, and HMatrix. additionally, you will get to grips with database entry utilizing Yesod’s endurance library, permitting you to maintain your info prepared. The booklet then strikes directly to talk about the maths of counting procedures and autoregressive conditional length versions, that are very common modeling instruments for top frequency tick information. 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 examine every thing you want to find out about monetary info modeling and predictive analytics utilizing practical programming in Haskell.
What you'll examine from this book
- Learn tips on how to construct a repair protocol parser
- Calibrate counting tactics on actual data
- Estimate version parameters utilizing the utmost probability Estimation method
- Use Akaike criterion to settle on the best-fit model
- Learn how you can practice property-based checking out on a generated set of enter data
- Calibrate ACD types with the Kalman filter
- Understand parallel programming in Haskell
- Learn extra approximately volatility prediction
This booklet is a hands-on consultant that teaches readers easy methods to use Haskell's instruments and libraries to investigate information from real-world resources in an easy-to-understand manner.
Who this ebook is written for
This e-book is excellent for builders who're new to monetary info modeling utilizing Haskell. A uncomplicated wisdom of useful programming isn't really required yet can be precious. An curiosity in excessive frequency finance is essential.