Haskell Financial Data Modeling and Predictive Analytics

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金融数据建模与预测分析，Haskell 语言实现

也许有的朋友连 Haskell 语言都没听过，其实这是一门很有个性的语言

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 from this book

• 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
  

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关键词：金融数据建模 金融数据 预测分析 数据建模 个性的

Thanks a lot for this wonderful information!

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好厉害啊，感谢