Download Haskell Financial Data Modeling and Predictive Analytics by Pavel Ryzhov PDF

By Pavel Ryzhov

Get an in-depth research of economic time sequence from the viewpoint of a practical programmer

Overview

  • Understand the principles of economic stochastic processes
  • Build powerful types speedy and efficiently
  • Tackle the complexity of parallel programming

In Detail

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

Approach

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.

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Sample text

Hs. It is also permitted to omit some parts that are not important for pattern matching, as it is done with TimeStamp, and it is used in nested matching for deconstructing inner datatypes. Monads The term monad comes from the category theory, which is a branch of mathematics that formalizes mathematics itself, and its concepts as a collection of objects and arrows. But from the point of view of a Haskell programmer, it is better to think of a monad as an abstract datatype that represents computation and supports common semantics.

However, Packt Publishing cannot guarantee the accuracy of this information. First published: October 2013 Production Reference: 1221013 Published by Packt Publishing Ltd. Livery Place 35 Livery Street Birmingham B3 2PB, UK.. com>) Credits Author Pavel Ryzhov Reviewers Gregory Collins Ivan Perez Acquisition Editor Sam Birch Commissioning Editor Harsha Bharwani Technical Editors Krishnaveni Haridas Chandni Maishery Project Coordinator Joel Goveya Proofreader Clyde Jenkns Indexer Tejal Soni Graphics Ronak Dhruv Production Coordinator Nilesh R.

For instance, Prelude has the following functions for searching in lists that rely on the implementation of Eq: elem :: (Eq a) => a -> [a] -> Bool notElem :: (Eq a) => a -> [a] -> Bool lookup :: (Eq a) => a -> [(a,b)] -> Maybe b The constraint (Eq a) => requires the a type to have the Eq type class implemented. The first function checks if the element is in the list. The second one is a negation of an element. And the last one looks up for a key in the list of tuples. But it is important to note that type classes help to write very generic functions that work across many types just by putting a minimal required constraint on them.

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