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Numerical Analysis
- Lloyd N. Trefethen and David Bau, III. Numerical Linear Algebra. SIAM, 1997.
- Alfio Quarteroni and Fausto Saleri. Scientific Computing with MATLAB and Octave, 2nd Edition. Springer, 2007.
- Alfio Quarteroni, Riccardo Sacco, and Fausto Saleri. Numerical Mathemartics, 2nd Edition. Springer, 2006.
- William H. Press, Brian P. Flannery, Saul A. Teukolsky, and William T. Vetterling. Numerical Recipes in C: The Art of Scientific Computing, 2nd edition. numerical.recipes.
- Kenneth Judd. Numerical Methods in Economics. The MIT Press (October 27, 1998). Amazon.
- Miscellaneous:
Statistics, Econometrics, and Machine Learning
- NIST/SEMATECH e-Handbook of Statistical Methods. This handbook is to help scientists and engineers incorporate statistical methods in their work efficiently.
- StatLib--Applied Statistics algorithms. 300+ statistical algorithms published by The Royal Statistics Society.
- The Big Picture
- Boot Camp
- Iteration 1:
- Iteration 2:
- 陈家鼎、孙山泽、李东风、刘力平编著:《数理统计学讲义(第2版)》。北京:高等教育出版社,2003。
- 何书元编著:《应用时间序列分析》。北京:北京大学出版社,2003。
- David Ruppert. Statistics and Data Analysis for Financial Engineering. Springer (November 17, 2010). Amazon.
- Ruey S. Tsay. Analysis of Financial Time Series. Wiley; 3rd edition (August 30, 2010). Amazon.
- Andriy Burkov. The Hundred-Page Machine Learning Book. 2019-07-05. LeanPub.
- Iteration 3:
- Chris Brooks. Introductory Econometrics for Finance, video lectures, publisher's resources site.
- Rachev, Mittnik, Fabozzi, Focardi, and Jasic: Financial Econometrics. Wiley (December 12, 2006). Amazon.
- Aurélien Géron. Hands-On Machine Learning with Scikit-Learn and TensorFlow. O'Reilly Media (April 18, 2017). Amazon.
- Additional: Econometrics
- Additional: Time Series
- James D. Hamilton. Time Series Analysis. Princeton University Press; (January 11, 1994). Amazon.
- Robert H. Shumway and David S. Stoffer. Time Series Analysis and Its Applications with R Examples. Springer; 4th ed. (April 19, 2017). Amazon.
- Anna Mikusheva. MIT Open Course 14.384: Time Series Analysis. MIT OCW, Fall 2013. Course website. NBER Method Lectures (Summer 2008).
- Aad W. van der Vaart. Tijdreeksen.
- Additional: Generalized Additive Models
- Additional: Regression Diagnostics
- 韦博成、鲁国斌、史建清:《统计诊断引论》。南京:东南大学出版社,1991。
- John Fox:
- Regression Diagnostics, presentation slides, Brazil, November 2009.
- Regression Diagnostics: An Introduction,. SAGE Publications, Inc; 2 edition (December 9, 2019)
- Applied Regression Analysis and Generalized Linear Models. SAGE Publications, Inc; Third edition (April 15, 2015).
- An R Companion to Applied Regression. SAGE Publications, Inc; 3 edition (October 16, 2018).
- Sanford Weisberg:
- Applied Linear Regression. Wiley; 4 edition (December 23, 2013).
- Statistics 8311: Linear Models (Fall 2006).
- Jonathan Taylor. Stats203: Introduction to Regression Models and Analysis of Variance (diagnostics, model selection).
- Michael Kutner, Christopher Nachtsheim and John Neter. Applied Linear Regression Models; McGraw-Hill; 4th edition (2004). Amazon.
- Python 'statsmodels' package: Regression Diagnostics and Specification Tests, example.
- Miscellaneous: Q-Q Plots Explained. Model Selection Techniques: An Overview. A Gentle Introduction to Model Selection for Machine Learning. Probabilistic Model Selection with AIC, BIC, and MDL.
- Software Packages
Data Science
- Automated model builder: DataRobot, RapidMiner, H2O, KNIME, Pecan, Accern.
- Jeroen Janssens: Data Science at the Command Line.
- Machine Learning
- Yaser Abu-Mostafa. Learning From Data: Lectures recorded at CalTech.
- Kevin Murphy & Francis Bach. Machine Learning: A Probabilistic Perspective. The MIT Press; 1 edition (August 24, 2012). Amazon.
- Christopher Bishop. Pattern Recognition and Machine Learning. Springer (April 6, 2011). Amazon.
- Coursera. Machine Learning by Andrew Ng.
- Andreas Mueller and Sarah Guido. Introduction to Machine Learning with Python. O'Reilly Media; 1 edition (October 21, 2016). Amazon.
- Sebastian Raschka & Vahid Mirjalili. Python Machine Learning. Packt Publishing; 2nd edition (September 20, 2017). Amazon.
- Scikit-Learn.
- Visualization
Programming Learning Paths
Full Stack Web Development
- The Big Picture of Web Development: Web Development Roadmaps and Mindmaps.
- Full Stack Web Development: HTTP/CSS, browser (JavaScript, jQuery, Angular), server (PHP, ASP, Python, Node), database (SQL, MongoDB).
- The Big Picture of Database Technology: What is NoSQL? Databases on AWS, Amazon DynamoDB.
- MDN: Learn web development.
- Udemy: The Complete 2019 Web Development Bootcamp by Angela Yu, with the App Brewery Web Development Course Resource List.
- Client Side:
- Programming: Python (to work with JSON, MySQL, MongoDB), C# (to work with ASP.NET).
- Server Side:
- Node.js: a JavaScript library that executes JavaScript code outside of a browser
- Express.js: a minimal and flexible Node.js web application framework
- EJS: a simple templating language that lets you generate HTML markup with plain JavaScript
- PHP, ASP: server side scripting languages
- SQL, MySQL Connector/Python: tutorials for relational database
- MongoDB: tutorials for nonrelational database
- Mongoose: an Object Data Modeling (ODM) library for MongoDB and Node.js
- REST: an architectural style for distributed hypermedia systems
- Authentication & Security: haveibeenpwned, bcrypt, Passport.js, OAuth 2.0.
- Other References:
- Artur Ejsmont. Web Scalability for Startup Engineers. McGraw-Hill Education; 1st edition (June 23, 2015). Amazon.
- Mikito Takada. Distributed Systems for Fun and Profit.
- Martin Kleppmann. Designing Data-Intensive Applications: The Big Ideas Behind Reliable, Scalable, and Maintainable Systems. March 16, 2017). Amazon.
- Oracle. Database Reference.
- TechOnTheNet. Tutorials on SQL, Oracle/PLSQL, SQL Server, MySQL, MariaDB, PostgreSQL, SQLite.
- SQL Alchemy.
Python
- Get Started: Essentials
- Get Started: Miscellaneous
- IDE: PyDev, Spyder, PyCharm, Visual Studio.
- Anaconda. 1) Conda User Guide. 2) Getting Started with Anaconda Navigator.
- Style Guide: PEP8 -- Style Guide for Python Code, Google Python Style Guide, cheat sheet.
- TutorialsPoint.com. Python 3 Tutorial.
- Python.org: The Python Tutorial, The Python Standard Library, Python HOWTOs.
- GeeksforGeeks: Python Programming Language.
- Wes McKinney. Python for Data Analysis. O'Reilly Media; 2nd edition (October 20, 2017). Amazon.
- Magnus L. Hetland. Beginning Python: From Novice to Professional. Apress; 3rd ed. (March 10, 2017). Amazon.
- Kenneth Reitz & Tanya Schlusser. The Hitchhiker's Guide to Python: Best Practices for Development. O'Reilly Media; (September 18, 2016). Amazon.
- Python common knowledge: The import system, The Definite Guide to Python import Statements.
- Pandas common knowledge: A look inside pandas design and development, SettingwithCopyWarning.
- Pandas Cheat Sheet. Data Wrangling with Pandas, Python for Data Science Pandas Basics, Kaggle Pandas Cheatsheet.
- Intermediate
- Python Web Development: Django stack (JavaScript - Python - Django - MySQL)
- For Python Package Developers
- Python.org: Python Developer's Guide
- API documentation generator: pdoc (for i in *.py; do pdoc --html $i; done), pydoc (for i in *.py; do pydoc -w `echo $i | sed 's/.py//'`; done).
- Static code analysis: pyflakes, pylint (how to use it), pycodestyle, autopep8.
- Code visualizaiton: PyCharm, pyreverse (pyreverse `ls *.py | sed 's/.py//' | tr '\n' ' '`), Python Call Graph, Graphviz it!, webgraphviz, UML tools 2019.
- Testing: unittest, the Python profilers.
- Virtual box: virtualenv (a tool to create isolated Python environments).
- GitHub: Mastering Markdown
- Deployment
R
- Jared P. Lander. R for Everyone: Advanced Analytics and Graphics. Addison-Wesley Professional; 1st edition (December 29, 2013). Amazon.
- Jared P. Lander. R Programming LiveLessons. Addison-Wesley Professional, 2013.
- Hadley Wickham & Garrett Grolemund. R for Data Science: Import, Tidy, Transform, Visualize, and Model Data. O'Reilly Media; 1st edition (2017). Amazon.
- Winston Chang. Cookbook for R.
- Paul Teetor. R Cookbook: Proven Recipes for Data Analysis, Statistics, and Graphics. O'Reilly Media; 1st edition (March 23, 2011). Amazon.
- Winston Chang. R Graphics Cookbook: Practical Recipes for Visualizing Data. O'Reilly Media; 1st edition (January 6, 2013). Amazon.
- Hadley Wickham. Advanced R 2ed. Chapman & Hall/CRC; 1st edition (September 27, 2014). Amazon.
- Yihui Xie, J. J. Allaire, and Garrett Grolemund. R Markdown: The Definitive Guide. Chapman and Hall/CRC; 1 edition (July 19, 2018). Amazon.
- Gang Su: A comprehensive list of handy R packages.
- Tidyverse.org. ggplot2 Reference.
- RStudio. RStudio Cheat Sheets.
- R Language Definition
- For R Developers
C/C++
- Yale N. Patt & Sanjay J. Patel. Introduction to Computing Systems: From Bits and Gates to C and Beyond. McGraw-Hill Education; 2nd edition (2003). Amazon.
- Brian W. Kernighan & Dennis M. Ritchie. The C Programming Language. Prentice Hall; 2nd edition (April 1, 1988). Amazon.
- Cplusplus.com. C++ Tutorials.
- Paul Deitel. C++ Fundamentals I and II LiveLessons (July 2010, Prentice Hall). Safari Books Online.
- Stephen Prata. C++ Primer Plus. SAMS; 5th edition (November 23, 2004). Amazon.
- Stanley B. Lippman, Josee Lajoie, & Barbara E. Moo. C++ Primer. Addison-Wesley Professional; 5th edition (August 16, 2012). Amazon.
- Stephen C. Dewhurst. C++ Common Knowledge. Addison-Wesley Professional (March, 2005). Amazon.
- Stanley B. Lippman. Essential C++. Addison-Wesley Professional (November, 1999). Amazon.
- Scott Meyers. Effective C++: 55 Specific Ways to Improve Your Programs and Designs. Addison-Wesley Professional; 3rd edition (May 22, 2005). Amazon.
- Isocpp.org. C++ FAQ.
- Heard at JPMC (2015): C++ Coding Guidelines, C++ Coding Standards.
Design Patterns and Software Architecture
DevOps
Economics & Economic History
All theory, dear friend, is gray, but the golden tree of life springs ever green. -- Johann Wolfgang von Goethe
- 陕甘宁边区银行纪念馆、《朱理治金融论稿》编纂委员会:《朱理治金融论稿》,北京:中国财政经济出版社,1993。简述
- 爱德华多·加莱亚诺著,王玖等译,邓兰珍校:《拉丁美洲:被切开的血管》,北京:人民文学出版社,2001。当当网
- 弗里德里希·李斯特著,陈万煦译,蔡受百注:《政治经济学的国民体系》,商务印书馆汉译世界学术名著丛书(1961年10月)。在线阅读,亚马逊。
- Friedrich List. The National System of Political Economy (1841).
- 张夏准著,严荣译:《富国的伪善》,社会科学文献出版社,2009年1月。当当网
- 张夏准著,孙建中译:《资本主义的真相——自由市场经济学家的23个秘密》,新华出版社,2011年6月。当当网。
- Ha-joon Chang. 23 Things They Don't Tell You About Capitalism. Bloomsbury Press; Reprinted edition (January 17, 2012). Amazon.
- Peter E. Kennedy and Jay Prag. Macroeconomic Essentials: Understanding Economics in the News. The MIT Press, 4th edition (August 11, 2017). Amazon.
- Peter L. Bernstein. A Primer on Money, Banking, and Gold. Wiley; 1st edition (September 2, 2008). Amazon.
Quantitative Finance: General
- Alex Kuznetsov. The Complete Guide to Capital Markets for Quantitative Professionals. McGraw-Hill Education (November 22, 2006). Amazon.
Quantitative Finance: Resources for a Buy Side Fixed Income Quant
Quantitative Finance: Resources for a Fixed Income Pricing Quant
- Marc Henrard. Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation. Palgrave Macmillan (2014). Amazon.
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