Search icon CANCEL
Subscription
0
Cart icon
Your Cart (0 item)
Close icon
You have no products in your basket yet
Arrow left icon
Explore Products
Best Sellers
New Releases
Books
Videos
Audiobooks
Learning Hub
Free Learning
Arrow right icon
Arrow up icon
GO TO TOP
Learning Quantitative Finance with R

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

Arrow left icon
Product type Paperback
Published in Mar 2017
Publisher Packt
ISBN-13 9781786462411
Length 284 pages
Edition 1st Edition
Languages
Arrow right icon
Authors (2):
Arrow left icon
PRASHANT VATS PRASHANT VATS
Author Profile Icon PRASHANT VATS
PRASHANT VATS
Dr. Param Jeet Dr. Param Jeet
Author Profile Icon Dr. Param Jeet
Dr. Param Jeet
Arrow right icon
View More author details
Toc

Table of Contents (10) Chapters Close

Preface 1. Introduction to R FREE CHAPTER 2. Statistical Modeling 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


  1. What is machine learning and how it being used in the capital market? Explain in brief.

  2. What is logistic regression and in which form does it generate its output?

  3. Write a small piece of code to use a neural network for any stock time series.

  4. How does a confusion matrix explain the accuracy of a model?

  5. How do you standardize data and why is it important in the model building process?

  6. How is support vector machine different from logistic regression?

  7. Explain supervised and unsupervised learning and how to use these techniques in algorithmic trading.

  8. Write a small piece of code for the k means algorithm using any one stock closing price.

  9. Apart from confusionMatrix(), what is the other function to calculate classification and misclassification matrices?

  10. What is the difference between decision tree and random forest and how are features selected from random forest?

lock icon The rest of the chapter is locked
Register for a free Packt account to unlock a world of extra content!
A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.
Unlock this book and the full library FREE for 7 days
Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of
Renews at $19.99/month. Cancel anytime
Banner background image