deep neural networks option de vector maxwell (6 résultats)

Paperback. Etat : new. Paperback. Discover the Cutting-Edge Framework for Option Price Prediction Using Deep Neural Networks Step into the world of quantitative finance and algorithmic trading with a textbook that bridges rigorous academic principles with hands-on Python programming. This resource empowers you to build robust option pricing models from the ground up, integrating fundamental concepts with advanced neural network strategies. Key Features Include: Step-by-Step Code Examples: Follow full Python implementations that guide you through each algorithmic concept-from basic linear algebra and tensor operations to sophisticated optimization and network architectures.In-Depth Theoretical Insights: Gain a solid understanding of gradients, backpropagation, and regularization techniques, all explained with academic clarity and precision.Tailored for Financial Markets: Learn specialized methods for processing time-series data unique to option pricing, ensuring the algorithms are both practical and powerful in real-world applications.Optimized for Performance: Explore modern techniques like adaptive learning rates, batch normalization, and parallel computing to maximize your model's efficiency and reliability. Whether you're a researcher, trader, or data scientist, this textbook offers you the tools to transform market data into actionable insights-elevating your algorithmic trading strategy one code line at a time. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Etat : New. In.

Paperback. Etat : new. Paperback. Discover the Cutting-Edge Framework for Option Price Prediction Using Deep Neural Networks Step into the world of quantitative finance and algorithmic trading with a textbook that bridges rigorous academic principles with hands-on Python programming. This resource empowers you to build robust option pricing models from the ground up, integrating fundamental concepts with advanced neural network strategies. Key Features Include: Step-by-Step Code Examples: Follow full Python implementations that guide you through each algorithmic concept-from basic linear algebra and tensor operations to sophisticated optimization and network architectures.In-Depth Theoretical Insights: Gain a solid understanding of gradients, backpropagation, and regularization techniques, all explained with academic clarity and precision.Tailored for Financial Markets: Learn specialized methods for processing time-series data unique to option pricing, ensuring the algorithms are both practical and powerful in real-world applications.Optimized for Performance: Explore modern techniques like adaptive learning rates, batch normalization, and parallel computing to maximize your model's efficiency and reliability. Whether you're a researcher, trader, or data scientist, this textbook offers you the tools to transform market data into actionable insights-elevating your algorithmic trading strategy one code line at a time. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Etat : New. Print on Demand.

PAP. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.