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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412
3
부
금융 데이터 과학
다음 코드는 몬테카를로 시뮬레이션에서 사용한 난수
x
값의 개수가 증가할수록 몬테카를로 시
뮬레이션으로 추정한 적분값이 실제 적분값으로 (단조감소하지는 않지만) 수렴하는 것을 알
수 있다. 사실 난수의 개수가 크지 않아도 추정치는 충분히 정답에 가까워진다.
In [91]: for i in range(1, 20):
np.random.seed(1000)
x = np.random.random(i * 10) * (b - a) + a
➊
print(np.mean(f(x)) * (b - a))
24.804762279331463
26.522918898332378
26.265547519223976
26.02770339943824
24.99954181440844
23.881810141621663
23.527912274843253
23.507857658961207
23.67236746066989
23.679410416062886
24.424401707879305
24.239005346819056
24.115396924962802
24.424191987566726
23.924933080533783
24.19484212027875
24.117348378249833
24.100690929662274
23.76905109847816
➊
반복할 때마다 ...
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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.