March 2022
Beginner to intermediate
796 pages
18h 14m
Korean
Content preview from 파이썬을 활용한 금융 분석(2판) : 파이썬의 기초부터 금융공학, 머신러닝, 퀀트 분석, 매매 시스템 구현까지
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374
3
부
금융 데이터 과학
In [136]: C0
Out[136]: 3.8303077438193833
In [137]: %timeit S = mcs_simulation_nb((M, I))
➋
248 ms ± 20.6 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
➊
첫 번째 함수 호출에는 컴파일 부담이 있다.
➋
두 번째 호출부터는 컴파일 부담이 없다.
10.4.4
Cython
놀라운 일은 아니지만
Cython
을 쓰면 코드 속도를 높이는 데 추가적인 노력이 필요하다. 하지
만 속도 향상 자체는 그렇게 크지 않다.
Cython
버전인
mcs
_
simulation
_
cy
( )
함수는
NumPy
또는
Numba
버전에 비해 약간 느리다. 다른 요소보다 시뮬레이션 결과를
ndarray
배열로 바
꾸는 데 시간이 필요하다.
In [138]: %%cython
import numpy as np
cimport numpy as np
cimport cython
from libc.math cimport exp, sqrt
cdef float S0 = 36.
cdef float T = 1.0
cdef float r = 0.06
cdef float sigma = 0.2
@cython.boundscheck(False)
@cython.wraparound(False) ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.