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Learning Quantitative Finance with R

You're reading from  Learning Quantitative Finance with R

Product type Book
Published in Mar 2017
Publisher Packt
ISBN-13 9781786462411
Pages 284 pages
Edition 1st Edition
Languages
Concepts
Authors (2):
Dr. Param Jeet Dr. Param Jeet
Profile icon Dr. Param Jeet
LinkedIn
Dr. Param Jeet is a Ph.D. in mathematics from one of India's leading technological institute in Madras (IITM), India. Dr. Param Jeet has a couple of mathematical research papers published in various international journals. Dr. Param Jeet has been into the analytics industry for the last few years and has worked with various leading multinational companies as well as consulted few of companies as a data scientist.
See other products by Dr. Param Jeet
PRASHANT VATS PRASHANT VATS
Profile icon PRASHANT VATS
LinkedIn
Prashant Vats is a masters in mathematics from one of India's leading technological institute, IIT Mumbai. Prashant has been into analytics industry for more than 10 years and has worked with various leading multinational companies as well as consulted few of companies as data scientist across several domain.
See other products by PRASHANT VATS
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Table of Contents (16) Chapters

Learning Quantitative Finance with R
Credits
About the Authors
About the Reviewer
www.PacktPub.com
Customer Feedback
Preface
1. Introduction to R 2. Statistical Modeling 3. Econometric and Wavelet Analysis 4. Time Series Modeling 5. Algorithmic Trading 6. Trading Using Machine Learning 7. Risk Management 8. Optimization 9. Derivative Pricing

Normalization

Normalization is done using the minmax concept to bring the various attributes on the same scale. It is calculated by the formula given here:

normalized = (x-min(x))/(max(x)-min(x))

So if we want to normalize the volume variable, we can do it by executing the following code:

> normalized = (Sampledata$Volume-+min(Sampledata$Volume))/(max(Sampledata$Volume)-+min(Sampledata$Volume)) 
> normalized
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Authors (2)

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Profile icon Dr. Param Jeet
LinkedIn
Dr. Param Jeet is a Ph.D. in mathematics from one of India's leading technological institute in Madras (IITM), India. Dr. Param Jeet has a couple of mathematical research papers published in various international journals. Dr. Param Jeet has been into the analytics industry for the last few years and has worked with various leading multinational companies as well as consulted few of companies as a data scientist.
See other products by Dr. Param Jeet
Profile icon PRASHANT VATS
LinkedIn
Prashant Vats is a masters in mathematics from one of India's leading technological institute, IIT Mumbai. Prashant has been into analytics industry for more than 10 years and has worked with various leading multinational companies as well as consulted few of companies as data scientist across several domain.
See other products by PRASHANT VATS
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