Python for Finance: Analyze Big Financial Data

scikit-learn library, Principal Component Analysis

SciPy

benefits of, The Scientific Stack

scipy.integrate sublibrary, Integration

scipy.optimize sublibrary, Convex Optimization

scipy.optimize.minimize function, Constrained Optimization

scipy.stats sublibrary, Random Variables, Benchmark Case

sensitivity analysis, Cash Flow Series Class

serialization, Writing Objects to Disk

Series class, Series Class

sets, Sets

Sharpe ratio, Portfolio Optimizations

short rates, Simple Short Rate Class, Short Rate Class with GUI, Constant Short Rate

simple random number generation, Random Numbers

Simpson’s rule, Numerical Integration

simulation

discretization error in, Random Variables

generic simulation class, Generic Simulation Class

geometric Brownian motion, Random Variables–Random Variables, Geometric

Brownian Motion

jump diffusion, Jump Diffusion

noisy data from, Noisy data

numerical integration by, Integration by Simulation

random number generation, Random Number Generation

random variables, Random Variables

sampling error in, Random Variables

square-root diffusion, Square-Root Diffusion

stochastic processes, Stochastic Processes–Variance Reduction, Simulation of

Financial Models

variance reduction, Variance Reduction

skewness test, Benchmark Case

Software-as-a-Service (SaaS), Web Integration

splev function, Interpolation

spline interpolation, Interpolation