Using C

Financial Instrument Pricing Using C++

An integrated guide to C++ and computational finance This complete guide to C++ and computational finance is a follow-up and major extension to Daniel J. Duffy's 2004 edition of Financial Instrument Pricing Using C++. Both C++ and computational finance have evolved and changed dramatically in the last ten years and this book documents these improvements. Duffy focuses on these developments and the advantages for the quant developer by: Delving into a detailed account of the new C++11 standard and its applicability to computational finance. Using de-facto standard libraries, such as Boost and Eigen to improve developer productivity. Developing multiparadigm software using the object-oriented, generic, and functional programming styles. Designing flexible numerical algorithms: modern numerical methods and multiparadigm design patterns. Providing a detailed explanation of the Finite Difference Methods through six chapters, including new developments such as ADE, Method of Lines (MOL), and Uncertain Volatility Models. Developing applications, from financial model to algorithmic design and code, through a coherent approach. Generating interoperability with Excel add-ins, C#, and C++/CLI. Using random number generation in C++11 and Monte Carlo simulation. Duffy adopted a spiral model approach while writing each chapter of Financial Instrument Pricing Using C++ 2e: analyse a little, design a little, and code a little. Each cycle ends with a working prototype in C++ and shows how a given algorithm or numerical method works. Additionally, each chapter contains non-trivial exercises and projects that discuss improvements and extensions to the material. This book is for designers and application developers in computational finance, and assumes the reader has some fundamental experience of C++ and derivatives pricing. HOW TO RECEIVE THE SOURCE CODE Once you have purchased a copy of the book please send an email to the author dduffyATdatasim.nl requesting your personal and non-transferable copy of the source code. Proof of purchase is needed. The subject of the mail should be “C++ Book Source Code Request”. You will receive a reply with a zip file attachment.

Hands-On Machine Learning with C++

Apply supervised and unsupervised machine learning algorithms using C++ libraries, such as PyTorch C++ API, Flashlight, Blaze, mlpack, and dlib using real-world examples and datasets Free with your book: DRM-free PDF version + access to Packt's next-gen Reader* Key Features Familiarize yourself with data processing, performance measuring, and model selection using various C++ libraries Implement practical machine learning and deep learning techniques to build smart models Deploy machine learning models to work on mobile and embedded devices Purchase of the print or Kindle book includes a free PDF eBook Book DescriptionWritten by a seasoned software engineer with several years of industry experience, this book will teach you the basics of machine learning (ML) and show you how to use C++ libraries, along with helping you create supervised and unsupervised ML models. You’ll gain hands-on experience in tuning and optimizing a model for various use cases, enabling you to efficiently select models and measure performance. The chapters cover techniques such as product recommendations, ensemble learning, anomaly detection, sentiment analysis, and object recognition using modern C++ libraries. You’ll also learn how to overcome production and deployment challenges on mobile platforms, and see how the ONNX model format can help you accomplish these tasks. This edition is updated with key topics such as sentiment analysis implementation using transfer learning and transformer-based models, with tracking and visualizing ML experiments with MLflow. An additional section shows how to use Optuna for hyperparameter selection. The section on model deployment into mobile platform includes a detailed explanation of real-time object detection for Android with C++. By the end of this C++ book, you’ll have real-world machine learning and C++ knowledge, as well as the skills to use C++ to build powerful ML systems. *Email sign-up and proof of purchase requiredWhat you will learn Employ key machine learning algorithms using various C++ libraries Load and pre-process different data types to suitable C++ data structures Find out how to identify the best parameters for a machine learning model Use anomaly detection for filtering user data Apply collaborative filtering to manage dynamic user preferences Utilize C++ libraries and APIs to manage model structures and parameters Implement C++ code for object detection using a modern neural network Who this book is for This book is for beginners looking to explore machine learning algorithms and techniques using C++. This book is also valuable for data analysts, scientists, and developers who want to implement machine learning models in production. Working knowledge of C++ is needed to make the most of this book.

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