عنوان

Machine learning and big data with kdb+/q /

(Number (ISBN

111940472X

(Number (ISBN

1119404738

(Number (ISBN

1119404746

(Number (ISBN

9781119404729

(Number (ISBN

9781119404736

(Number (ISBN

9781119404743

Erroneous ISBN

9781119404750

Title Proper

Machine learning and big data with kdb+/q /

General Material Designation

[Book]

First Statement of Responsibility

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

Place of Publication, Distribution, etc.

Chichester, West Sussex, United Kingdom :

Name of Publisher, Distributor, etc.

John Wiley & Sons, Ltd.,

Date of Publication, Distribution, etc.

2020.

Date of Publication, Distribution, etc.

©2020

Specific Material Designation and Extent of Item

1 online resource (xxiv, 613 pages).

Series Title

Wiley finance series

Text of Note

Includes bibliographical references and index.

Text of Note

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

Text of Note

"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"--

Title

Machine learning and big data with kdb+/q

International Standard Book Number

9781119404750

kdb+ (Computer file)

Big data.

Databases.

Machine learning.

Query languages (Computer science)

Big data.

Databases.

Machine learning.

Query languages (Computer science)

Number

Edition

Class number

Book number

Novotny, Jan,1982-

Bilokon, Paul A.,1982-

Délèze, Frédéric,1975-

Galiotos, Aris,1979-

Date of Transaction

20200822153634.0

Cataloguing Rules (Descriptive Conventions))

rda

Electronic name

[Book]

Y