Geo.Engineerings

Joel Grus ... 406 pages - Publisher: O'Reilly Media; 2nd edition (May, 2019) ... Language: English - ISBN-10: 1492041130 - ISBN-13: 978-1492041139.

To really learn data science, you should not only master the tools—data science libraries, frameworks, modules, and toolkits—but also understand the ideas and principles underlying them. Updated for Python 3.6, this second edition of Data Science from Scratch shows you how these tools and algorithms work by implementing them from scratch. If you have an aptitude for mathematics and some programming skills, author Joel Grus will help you get comfortable with the math and statistics at the core of data science, and with the hacking skills you need to get started as a data scientist. Packed with new material on deep learning, statistics, and natural language processing, this updated book shows you how to find the gems in today’s messy glut of data.

Yves J. Hilpisch ... 720 pages - Publisher: O'Reilly Media; 2nd edition (January, 2019) ... Language: English - ISBN-10: 1492024333 - ISBN-13: 978-1492024330.

The financial industry has recently adopted Python at a tremendous rate, with some of the largest investment banks and hedge funds using it to build core trading and risk management systems. Updated for Python 3, the second edition of this hands on book helps you get started with the language, guiding developers and quantitative analysts through Python libraries and tools for building financial applications and interactive financial analytics. Using practical examples throughout the book, author Yves Hilpisch also shows you how to develop a full fledged framework for Monte Carlo simulation based derivatives and risk analytics, based on a large, realistic case study. Much of the book uses interactive IPython Notebooks.

G. A. Vijayalakshmi Pai ... 316 pages - Publisher: Wiley-ISTE; (December 27, 2017) ... Language: English - ASIN: B078X252PR by Amazon.

The book is a monograph in the cross disciplinary area of Computational Intelligence in Finance and elucidates a collection of practical and strategic Portfolio Optimization models in Finance, that employ Metaheuristics for their effective solutions and demonstrates the results using MATLAB implementations, over live portfolios invested across global stock universes. The book has been structured in such a way that, even novices in finance or metaheuristics should be able to comprehend and work on the hybrid models discussed in the book.