Book Image

Python for Finance Cookbook - Second Edition

By : Eryk Lewinson
5 (1)
Book Image

Python for Finance Cookbook - Second Edition

5 (1)
By: Eryk Lewinson

Overview of this book

Python is one of the most popular programming languages in the financial industry, with a huge collection of accompanying libraries. In this new edition of the Python for Finance Cookbook, you will explore classical quantitative finance approaches to data modeling, such as GARCH, CAPM, factor models, as well as modern machine learning and deep learning solutions. You will use popular Python libraries that, in a few lines of code, provide the means to quickly process, analyze, and draw conclusions from financial data. In this new edition, more emphasis was put on exploratory data analysis to help you visualize and better understand financial data. While doing so, you will also learn how to use Streamlit to create elegant, interactive web applications to present the results of technical analyses. Using the recipes in this book, you will become proficient in financial data analysis, be it for personal or professional projects. You will also understand which potential issues to expect with such analyses and, more importantly, how to overcome them.
Table of Contents (18 chapters)
16
Other Books You May Enjoy
17
Index

Summary

In this chapter, we explored how we can use deep learning for both tabular and time series data. Instead of building the neural networks from scratch, we used modern Python libraries which handled most of the heavy lifting for us.

As we have already mentioned, deep learning is a rapidly developing field with new neural network architectures being published daily. Hence, it is difficult to scratch even just the tip of the iceberg in a single chapter. That is why we will now point you toward some of the popular and influential approaches/libraries that you might want to explore on your own.

Tabular data

Below we list some relevant papers and Python libraries that will definitely be good starting points for further exploration of the topic of using deep learning with tabular data.

Further reading:

  • Huang, X., Khetan, A., Cvitkovic, M., & Karnin, Z. 2020. Tabtransformer: Tabular data modeling using contextual embeddings. arXiv preprint arXiv:2012...