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Learning Quantitative Finance with R

You're reading from Learning Quantitative Finance with R Implement machine learning, time-series analysis, algorithmic trading and more

Product type Paperback

Published in Mar 2017

Publisher Packt

ISBN-13 9781786462411

Length 284 pages

Edition 1st Edition

Languages

R

Concepts

Financial Technology

Authors (2):

PRASHANT VATS

Dr. Param Jeet

View More author details

Table of Contents (10) Chapters

Preface

1. Introduction to R

2. Statistical Modeling FREE CHAPTER

3. Econometric and Wavelet Analysis

4. Time Series Modeling

5. Algorithmic Trading

6. Trading Using Machine Learning

7. Risk Management

8. Optimization

9. Derivative Pricing

Questions

What is the significance of optimization in quant finance?
What is the dynamic rebalancing optimization method? Give an example of how to execute it in R.
How can a grid search be used to fine-tune a classification model? Please provide an example in R.
How can genetic algorithm be used in R for optimizing a trading algorithm?
How can genetic algorithm be used in R for estimating a model coefficient in R? Provide an example.

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Authors (2)

Jeet

Jeet

Dr. Param Jeet is a Ph.D. in mathematics from one of India's leading technological institute in Madras (IITM), India. Dr. Param Jeet has a couple of mathematical research papers published in various international journals. Dr. Param Jeet has been into the analytics industry for the last few years and has worked with various leading multinational companies as well as consulted few of companies as a data scientist.

See other products by Jeet

PRASHANT VATS

PRASHANT VATS

Prashant Vats is a masters in mathematics from one of India's leading technological institute, IIT Mumbai. Prashant has been into analytics industry for more than 10 years and has worked with various leading multinational companies as well as consulted few of companies as data scientist across several domain.

See other products by PRASHANT VATS

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