Haskell Financial Data Modeling and Predictive Analytics

Get an in-depth analysis of financial time series from the perspective of a functional programmer

Haskell Financial Data Modeling and Predictive Analytics

Pavel Ryzhov

Get an in-depth analysis of financial time series from the perspective of a functional programmer
Mapt Subscription
FREE
$30.00/m after trial
eBook
$16.80
RRP $23.99
Save 29%
Print + eBook
$39.99
RRP $39.99
What do I get with a Mapt subscription?
  • Unlimited access to all Packt’s 6,000+ eBooks and Videos
  • 100+ new titles a month, learning paths, assessments & code files
  • 1 Free eBook or Video to download and keep every month after trial
What do I get with an eBook?
  • Download this book in EPUB, PDF, MOBI formats
  • DRM FREE - read and interact with your content when you want, where you want, and how you want
  • Access this title in the subscription reader
What do I get with Print & eBook?
  • Get a paperback copy of the book delivered to you
  • Download this book in EPUB, PDF, MOBI formats
  • DRM FREE - read and interact with your content when you want, where you want, and how you want
  • Access this title in the subscription reader
What do I get with a Video?
  • Download this Video course in MP4 format
  • DRM FREE - read and interact with your content when you want, where you want, and how you want
  • Access this title in the subscription reader
$0.00
$16.80
$39.99
$29.99 p/m after trial
RRP $23.99
RRP $39.99
Subscription
eBook
Print + eBook
Start 14 Day Trial

Frequently bought together


Haskell Financial Data Modeling and Predictive Analytics Book Cover
Haskell Financial Data Modeling and Predictive Analytics
$ 23.99
$ 16.80
Learning Haskell Data Analysis Book Cover
Learning Haskell Data Analysis
$ 27.99
$ 19.60
Buy 2 for $34.30
Save $17.68
Add to Cart

Book Details

ISBN 139781782169437
Paperback112 pages

Book Description

Haskell is one of the three most influential functional programming languages available today along with Lisp and Standard ML. When used for financial analysis, you can achieve a much-improved level of prediction and clear problem descriptions.

Haskell Financial Data Modeling and Predictive Analytics is a hands-on guide that employs a mix of theory and practice. Starting with the basics of Haskell, this book walks you through the mathematics involved and how this is implemented in Haskell.

The book starts with an introduction to the Haskell platform and the Glasgow Haskell Compiler (GHC). You will then learn about the basics of high frequency financial data mathematics as well as how to implement these mathematical algorithms in Haskell.

You will also learn about the most popular Haskell libraries and frameworks like Attoparsec, QuickCheck, and HMatrix. You will also become familiar with database access using Yesod’s Persistence library, allowing you to keep your data organized. The book then moves on to discuss the mathematics of counting processes and autoregressive conditional duration models, which are quite common modeling tools for high frequency tick data. At the end of the book, you will also learn about the volatility prediction technique.

With Haskell Financial Data Modeling and Predictive Analytics, you will learn everything you need to know about financial data modeling and predictive analytics using functional programming in Haskell.

What You Will Learn

  • Learn how to build a FIX protocol parser
  • Calibrate counting processes on real data
  • Estimate model parameters using the Maximum Likelihood Estimation method
  • Use Akaike criterion to choose the best-fit model
  • Learn how to perform property-based testing on a generated set of input data
  • Calibrate ACD models with the Kalman filter
  • Understand parallel programming in Haskell
  • Learn more about volatility prediction

Authors

Book Details

ISBN 139781782169437
Paperback112 pages
Read More

Read More Reviews

Recommended for You

Learning Haskell Data Analysis Book Cover
Learning Haskell Data Analysis
$ 27.99
$ 19.60
Haskell Design Patterns Book Cover
Haskell Design Patterns
$ 27.99
$ 19.60
Haskell Cookbook Book Cover
Haskell Cookbook
$ 39.99
$ 28.00
Haskell Data Analysis Cookbook Book Cover
Haskell Data Analysis Cookbook
$ 32.99
$ 23.10
Haskell High Performance Programming Book Cover
Haskell High Performance Programming
$ 39.99
$ 28.00
Learning Quantitative Finance with R Book Cover
Learning Quantitative Finance with R
$ 39.99
$ 28.00