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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390
3
부
금융 데이터 과학
In [20]: ry = np.dot(reg, matrix)
➎
In [21]: create_plot([x, x], [f(x), ry], ['b', 'r.'],
['f(x)', 'regression'], ['x', 'f(x)'])
➊
기저 함숫값(행렬)용
ndarray
객체
➋
상수부터
3
차까지의 기저 함숫값
➌
회귀분석 단계
➍
최적 회귀분석 모수
➎
함수에 대한 회귀분석 추정값
그림
11-5
개별 기저 함수를 사용한 회귀
[그림
11
-
5
]의 결과는 단항식을 이용한 이전의 결과에 비해 나아지지 않았다. 이번에는 예제
함수에 대해 우리가 알고 있는 지식을 사용해보자. 우리는 함수에
sin
이 포함되어 있다는 것을
알고 있기 때문에 기저 함수 집합에 사인 함수를 포함할 수 있다. 가장 간단한 방법으로 기저
함수 중 가장 고차인 단항식을 사인 함수로 바꿔보자. 이제는 숫자와 [그림
11
-
6
]이 보여주듯
이 회귀 결과가 완벽하다.
391
11
장
수학용 도구
In [22]: matrix[3, :] = np.sin(x)
➊
In [23]: reg = np.linalg.lstsq(matrix.T, ...
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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.