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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.
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Deep Neural Networks for Option Price Prediction (Build Anything Anywhere)
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Paperback. Condizione: 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. Codice articolo 9798312227079
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Deep Neural Networks for Option Price Prediction (Paperback)
Da: Grand Eagle Retail, Mason, OH, U.S.A.
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Paperback. Condizione: 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. Codice articolo 9798312227079
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