عنوان

Machine learning and big data with kdb+/q /

111940472X

1119404738

1119404746

9781119404729

9781119404736

9781119404743

9781119404750

Machine learning and big data with kdb+/q /

[Book]

Jan Novotny, Paul A. Bilokon, Aris Galiotos, Frédéric Déléze.

Chichester, West Sussex, United Kingdom :

John Wiley & Sons, Ltd.,

2020.

©2020

1 online resource (xxiv, 613 pages).

Wiley finance series

Includes bibliographical references and index.

Fundamentals of the q programming language -- Dictionaries and tables : the q fundamentals -- Functions -- Editors and other tools -- Debugging q code -- Splayed and partitioned tables -- Joins -- Parallelisation -- Data cleaning and filtering -- Parse trees -- A few use cases -- Basic overview of statistics -- Linear regression -- Time series econometrics -- Fourier transform -- Eigensystem and PCA -- Outlier detection -- Simulating asset prices -- Basic principles of machine learning -- Linear regression with regularisation -- Nearest neighbours -- Neural networks -- AdaBoost with stumps -- Trees -- Forests -- Unsupervised machine learning : the Apriori algorithm -- Processing information -- Towards AI : Monte Carlo tree search -- Econophysics : the agent-based computational models -- Epilogue:

0

"The book will start with an examination of the foundations of kdb+/q and will proceed to consider the practicalities of dealing with real high-frequency data, and then demonstrate how kdb+/q can be used to solve econometric problems of practical importance. The exploratory journey of the language follows the path the high-frequency quants undertake every time they develop a working strategy: from data description and summary statistics to basic regression methods and cointegration, from volatility estimation and modelling to optimal execution, from market impact and microstructure analyses to advanced machine learning techniques including the neural networks"--

Machine learning and big data with kdb+/q

9781119404750

kdb+ (Computer file)

Big data.

Databases.

Machine learning.

Query languages (Computer science)

Big data.

Databases.

Machine learning.

Query languages (Computer science)

Novotny, Jan,1982-

Bilokon, Paul A.,1982-

Délèze, Frédéric,1975-

Galiotos, Aris,1979-

20200822153634.0

rda

[Book]

Y