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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418
3
부
금융 데이터 과학
➌
해에 대한 초깃값과 결과로 나온 최적값
➍
전역 최소점의 함숫값
만약 우리가 이러한 값을 이용하지 않고 임의의 값을 시작점으로 사용하면 전역 최소점이 아닌
국소 최소점에 빠질 수도 있다.
In [128]: xo = sy.nsolve(del_x, 1.5)
➊
xo
Out[128]: 1.74632928225285
In [129]: yo = sy.nsolve(del_y, 1.5)
➊
yo
Out[129]: 1.74632928225285
In [130]: f.subs({x : xo, y : yo}).evalf()
➋
Out[130]: 2.27423381055640
➊
해에 대한 임의의 초깃값
➋
국소 최소점의 함숫값
이 결과는 편미분값이
0
인 조건이 필요조건이지만 충분조건은 아님을 보여준다.
TIP
심볼릭 연산
파이썬으로 수학을 풀이할 때는 항상
SymPy
를 사용한 심볼릭 연산을 염두에 두어야 한다. 특히 상호대화형 금
융 분석 시에는 심볼릭 연산이 훨씬 효율적인 방식일 수 있다.
11.5
마치며
이 장에서는 금융과 관련된 몇 가지 수학적인 주제와 도구를 다루었다. 예를 들어 함수 근사는
이자율 곡선 보간이나 아메리칸 옵션 가치 계산을 위한 회귀 기반 몬테카를로 분석 등의 여러
가지 금융 분야에서 중요하다. 최적화 기법도 금융 분야에서 자주 사용된다. ...
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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.