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
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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.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.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.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.
479
13
장
통계 분석
진실만 제외하고 무엇이든 통계로 증명할 수 있다.
- 조지 캐닝
George
Canning
통계학은 방대한 분야이며 금융에 있어 통계학 도구와 그 결과는 필수불가결한 요소다. 이로
인해 금융산업에서는
R
과 같은 통계학 분야의 프로그래밍 언어가 인기 있다. 통계학 모형이 더
정교하고 복잡할수록 사용하기 쉽고, 성능 좋은 계산 도구를 가지는 것이 더욱 중요하다. 그렇
기 때문에 이 책의 한 장에서 통계학의 방대함과 풍요로움을 제대로 보여주는 것은 불가능하
다. 따라서 다른 장과 마찬가지로 이 장에서도 파이썬을 사용할 때 중요하거나 좋은 출발점을
제공하는 몇 가지 선택된 주제에만 초점을 맞춘다.
여기에서는 네 가지 주제를 다룬다.
정규성 검정
평균-분산 포트폴리오 이론
mean
-
variance
portfolio
theory
(
MPT
)이나 자본 자산 가격결정 모형
capital
asset
pricing
model
(
CAPM
)과 같은 많은 중요한 금융 모형들은 증권 수익률이 정규분포라고 가정한
다. 따라서 이 장에서는 주어진 시계열의 수익률에 대한 정규성을 검정하는 몇 가지 방법을 소
개한다.
포트폴리오 최적화
금융 분야에서 통계학의 큰 성공 중 하나는 현대 포트폴리오 이론
modern
portfolio
theory
(
MPT
)이다.
통계 분석
CHAPTER ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Read now
Unlock full access
More than 5,000 organizations count on O’Reilly
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.