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Python for Finance Cookbook – Second Edition

You're reading from   Python for Finance Cookbook – Second Edition Over 80 powerful recipes for effective financial data analysis

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Product type Paperback
Published in Dec 2022
Publisher Packt
ISBN-13 9781803243191
Length 740 pages
Edition 2nd Edition
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Author (1):
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Eryk Lewinson Eryk Lewinson
Author Profile Icon Eryk Lewinson
Eryk Lewinson
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Table of Contents (18) Chapters Close

Preface 1. Acquiring Financial Data FREE CHAPTER 2. Data Preprocessing 3. Visualizing Financial Time Series 4. Exploring Financial Time Series Data 5. Technical Analysis and Building Interactive Dashboards 6. Time Series Analysis and Forecasting 7. Machine Learning-Based Approaches to Time Series Forecasting 8. Multi-Factor Models 9. Modeling Volatility with GARCH Class Models 10. Monte Carlo Simulations in Finance 11. Asset Allocation 12. Backtesting Trading Strategies 13. Applied Machine Learning: Identifying Credit Default 14. Advanced Concepts for Machine Learning Projects 15. Deep Learning in Finance 16. Other Books You May Enjoy
17. Index

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Time series are omnipresent in both industry and research. We can find examples of time series in commerce, tech, healthcare, energy, finance, and so on. We are mostly interested in the last one, as the time dimension is inherent to trading and many financial/economic indicators. However, pretty much any business generates some sort of time series, for example, its profits collected over time or any other measured KPI. That is why the techniques we cover in the following two chapters can be used for any time series analysis task you might encounter in your line of work.

Time series...

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