Modeling Data With Functional Programming in R - A Functional Programming Approach

Helping readers become successful quants, this book provides them with an understanding of the principles of computational system design. Modern computational and quantitative systems have specific needs and workflows that must be accounted for when designing an analytical system. The book shows how the functional programming paradigm simplifies this design and acts as a lingua franca to the mathematical and computational models. The book describes quantitative development in terms of the statistical programming language R.

List of contents

Introduction: Characteristics of a Computational System. On the Role of Software. On the Ephemeral Nature of Data. Polymorphic Models. Functional Programming for Quantitative Finance: Mathematical Thinking and Language Paradigms. Mechanics of Functional Programming. Data Management. Modularity and Modeling. The Architecture of Computational Systems: System Architecture. Computational Complexity. Big Data. Enterprise Integration.

Summary

Helping readers become successful quants, this book provides them with an understanding of the principles of computational system design. Modern computational and quantitative systems have specific needs and workflows that must be accounted for when designing an analytical system. The book shows how the functional programming paradigm simplifies this design and acts as a lingua franca to the mathematical and computational models. The book describes quantitative development in terms of the statistical programming language R.

Product details

• Authors: Brian Rowe, Brian (Financial Engineering Program At Baru Rowe, Brian (Financial Engineering Program at Baruch College Rowe
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Release: 12.12.2023, delayed
• EAN: 9781466570672
• ISBN: 978-1-4665-7067-2
• No. of pages: 400
• Series: Chapman & Hall/CRC Computer Science & Data Analysis; Chapman & Hall/CRC Computer Science & Data Analysis
• Subjects: Natural sciences, medicine, IT, technology > IT, data processing > Programming languages; BUSINESS & ECONOMICS / Finance / General, MATHEMATICS / Probability & Statistics / General, Probability & statistics, Computer modelling & simulation, Probability and statistics, Functional programming, Computer modelling and simulation, COMPUTERS / Languages / General