Isbn: 9798188445232 - pytorch for quantitative finance: applying deep learning and neural sdes to algorithmic trading (4 Ergebnisse)

PAP. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Taschenbuch. Zustand: Neu. Neuware - Reactive PublishingBridge the gap between modern deep learning and quantitative finance using PyTorch.PyTorch for Quantitative Finance provides a rigorous, hands-on guide to building, training, and deploying neural architectures across financial markets. Designed for quantitative analysts, developers, and data scientists, this book moves beyond toy datasets to address the real-world complexities of market microstructure, non-stationary time series, and continuous-time stochastic modeling.Rather than relying on black-box heuristics, you will learn how to integrate deep learning directly with mathematical finance. Discover how to leverage PyTorch to solve high-dimensional partial differential equations (PDEs), construct generative models for market simulation, and design robust algorithmic trading strategies.What You Will Learn: - Neural Stochastic Differential Equations (Neural SDEs): Model continuous-time asset dynamics and latent market trajectories using differentiable SDE solvers in PyTorch.- Deep Factor Models & Risk Management: Construct non-linear factor models to capture complex multi-asset dependencies and tail-risk exposures.- Market Simulation with Generative Models: Use GANs and Variational Autoencoders (VAEs) to generate realistic synthetic financial time series for backtesting.- Algorithmic Trading & Execution: Implement deep reinforcement learning algorithms for optimal execution, portfolio rebalancing, and dynamic hedging.- Production-Grade PyTorch Pipelines: Optimize model performance with custom C++ extensions, GPU acceleration, and efficient data loaders tailored for high-frequency time series.Whether you are implementing continuous-time models or deploying end-to-end algorithmic execution engines, this book delivers the code, theory, and architecture required to build state-of-the-art quantitative systems.…

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Paperback. Zustand: new. Paperback. Reactive PublishingBridge the gap between modern deep learning and quantitative finance using PyTorch.PyTorch for Quantitative Finance provides a rigorous, hands-on guide to building, training, and deploying neural architectures across financial markets. Designed for quantitative analysts, developers, and data scientists, this book moves beyond toy datasets to address the real-world complexities of market microstructure, non-stationary time series, and continuous-time stochastic modeling.Rather than relying on black-box heuristics, you will learn how to integrate deep learning directly with mathematical finance. Discover how to leverage PyTorch to solve high-dimensional partial differential equations (PDEs), construct generative models for market simulation, and design robust algorithmic trading strategies.What You Will Learn: Neural Stochastic Differential Equations (Neural SDEs): Model continuous-time asset dynamics and latent market trajectories using differentiable SDE solvers in PyTorch.Deep Factor Models & Risk Management: Construct non-linear factor models to capture complex multi-asset dependencies and tail-risk exposures.Market Simulation with Generative Models: Use GANs and Variational Autoencoders (VAEs) to generate realistic synthetic financial time series for backtesting.Algorithmic Trading & Execution: Implement deep reinforcement learning algorithms for optimal execution, portfolio rebalancing, and dynamic hedging.Production-Grade PyTorch Pipelines: Optimize model performance with custom C++ extensions, GPU acceleration, and efficient data loaders tailored for high-frequency time series.Whether you are implementing continuous-time models or deploying end-to-end algorithmic execution engines, this book delivers the code, theory, and architecture required to build state-of-the-art quantitative systems. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…