Testing and Tuning Market Trading Systems: Algorithms in C++

Testing and Tuning Market Trading Systems

Build, test, and tune financial, insurance or other market trading systems using C++ algorithms and statistics. You’ve had an idea and have done some preliminary experiments, and it looks promising. Where do you go from here?  Well, this book discusses and dissects this case study approach. Seemingly good…

Deep Belief Nets in C++ and CUDA C: Volume 3

Deep Belief Nets in C++ and CUDA C: Volume 3

Discover the essential building blocks of a common and powerful form of deep belief network: convolutional nets. This book shows you how the structure of these elegant models is much closer to that of human brains than traditional neural networks; they have a ‘thought process’ that is capable…

Deep Belief Nets in C++ and CUDA C: Volume 1

Deep Belief Nets in C++ and CUDA C: Volume 1

Discover the essential building blocks of the most common forms of deep belief networks. At each step this book provides intuitive motivation, a summary of the most important equations relevant to the topic, and concludes with highly commented code for threaded computation on modern CPUs as well as…

Assessing and Improving Prediction and Classification

Assessing and Improving Prediction and Classification

Assess the quality of your prediction and classification models in ways that accurately reflect their real-world performance, and then improve this performance using state-of-the-art algorithms such as committee-based decision making, resampling the dataset, and boosting.  This book presents many important techniques for building powerful, robust models and quantifying…