Sign In Start Free Trial
Account

Add to playlist

Create a Playlist

Modal Close icon
You need to login to use this feature.
  • Book Overview & Buying Python for Finance Cookbook
  • Table Of Contents Toc
Python for Finance Cookbook

Python for Finance Cookbook - Second Edition

By : Eryk Lewinson
4.9 (38)
close
close
Python for Finance Cookbook

Python for Finance Cookbook

4.9 (38)
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)
close
close
16
Other Books You May Enjoy
17
Index

Different ways of imputing missing data

While working with any time series, it can happen that some data is missing, due to many possible reasons (someone forgot to input the data, a random issue with the database, and so on). One of the available solutions would be to discard observations with missing values. However, imagine a scenario in which we are analyzing multiple time series at once, and only one of the series is missing a value due to some random mistake. Do we still want to remove all the other potentially valuable pieces of information because of this single missing value? Probably not. And there are many other potential scenarios in which we would rather treat the missing values somehow, rather than discarding those observations.

Two of the simplest approaches to imputing missing time series data are:

  • Backward filling—fill the missing value with the next known value
  • Forward filling—fill the missing value with the previous known value...
CONTINUE READING
83
Tech Concepts
36
Programming languages
73
Tech Tools
Icon Unlimited access to the largest independent learning library in tech of over 8,000 expert-authored tech books and videos.
Icon Innovative learning tools, including AI book assistants, code context explainers, and text-to-speech.
Icon 50+ new titles added per month and exclusive early access to books as they are being written.
Python for Finance Cookbook
notes
bookmark Notes and Bookmarks search Search in title playlist Add to playlist download Download options font-size Font size

Change the font size

margin-width Margin width

Change margin width

day-mode Day/Sepia/Night Modes

Change background colour

Close icon Search
Country selected

Close icon Your notes and bookmarks

Confirmation

Modal Close icon
claim successful

Buy this book with your credits?

Modal Close icon
Are you sure you want to buy this book with one of your credits?
Close
YES, BUY

Submit Your Feedback

Modal Close icon
Modal Close icon
Modal Close icon