http://www.investopedia.com/articles/04/092904.asp http://www.jpmorgan.com/tss/General/email/1159360877242 http://riskencyclopedia.com/articles/var_measure/…

Introduction to Learning to Trade with Reinforcement Learning http://www.wildml.com/2018/02/introduction-to-learning-to-trade-with-reinforcement-learning/ Thanks a lot to @aerinykim, @suzatweet and @hardmaru for the useful feedback! The academic Deep…

http://www.wildml.com/2015/12/implementing-a-cnn-for-text-classification-in-tensorflow/ The academic Deep Learning research community has largely stayed away from the financial markets. Maybe that’s because the finance industry has a bad reputation,…

单从外观上看,VAR&VaR两个模型很容易混淆,但就模型方法和用处两者截然不同,R语言作为数据分析的有力工具,其函数包库中包含各种各样的统计模型.通过vars包可以调用向量自回归模型,通过PerformanceAnalytics包的VaR函数可以调用风险价值模型. 模型简介 library(vars) 向量自回归模型(Vector Autoregression),简称VAR模型,是一种常用的计量经济模型,由克里斯托弗·西姆斯(Christopher Sims)提出.VAR模型是用模型中所有当期变…

Over the last seven years more than 200 quantitative finance articles have been written by members of the QuantStart team, prominent quant finance academics, researchers and industry professionals. 在过去七年中,QuantStart一共发表了200多篇量化金融文章,这些文章的作者包括QS团队成员.优秀…

目录 AIMR Suggested Fixed-Income Readings I. Perspectives on Interest Rates and Pricing of Traditional Fixed-Income Securities, Yield Curve Behavior, and Monetary Policy 1 Overview: Institutional Details and Pricing Fundamentals 2 Yield Curve Analysis-…

[it-ebooks]电子书列表   [2014]: Learning Objective-C by Developing iPhone Games || Leverage Xcode and Objective-C to develop iPhone games http://it-ebooks.info/book/3544/Learning Web App Development || Build Quickly with Proven JavaScript Techniques http:…

前言 Topshelf可以很方便的构建windows service,而且在本地开发时也可以构建Console宿主,因此很方便WCF的开发. ServiceModelEx则提供了很多便利的方法来配置wcf的behavior. Nlog是.NET中记录日志类库和log4net提供的功能一样. 构建solution 好了,现在开始从头构建解决方案: 以上的Host和Client为Console,Contract和Service为class librariy. 构建Contract Contract里…

正则表达式(regular expression)--描述一种字符串匹配模式,可以用来检测一个字符串是否包含特定的子串.用其他字符串将其代替.提取出某个符合要求的子串. 正则表达式   由普通字符 和  元字符  组成. 普通字符: 普通字符包括没有显示指定为元字符的所有可打印或不可打印字符.其包括:大小字母.数字.标点符号和一些其他符号. 非打印字符: 特殊字符: 许多元字符要求在试图匹配它们时特别对待.若要匹配这些特殊字符,必须首先使字符"转义",即,将反斜杠字符 (\) 放在它们…

http://lourenco.co.za/blog/2013/08/wcf-windows-service-using-topshelf-and-servicemodelex/ There are two excellent .NET libraries that help us to build enterprise solutions using the Windows Communication Foundation (WCF) – TopShelf and ServiceModelEx…