Mastering Python for Finance - palmislandtraders.com
Chapter 2: The Importance of Linearity in Finance 21 The capital asset pricing model and the security market line 22 The Arbitrage Pricing Theory model 27 Multivariate linear regression of factor models 27 Linear optimization 29 Getting PuLP 29 A simple linear optimization problem 30 Outcomes of linear programs 32 Integer programming 32
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