Machine learning and big data with kdb+/q
by
 
Novotny, Jan, 1982- author.

Title
Machine learning and big data with kdb+/q

Author
Novotny, Jan, 1982- author.

ISBN
9781119404736
 
9781119404743
 
9781119404729

Physical Description
1 online resource (xxiv, 613 pages)

Series
Wiley finance

Contents
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

Abstract
"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"-- Provided by publisher

Local Note
John Wiley and Sons

Title Subject
kdb+ (Computer file)

Subject Term
Query languages (Computer science)
 
Databases.
 
Machine learning.
 
Big data.
 
Langages d'interrogation.
 
Apprentissage automatique.
 
Données volumineuses.
 
Big data
 
Databases
 
Machine learning

Added Author
Bilokon, Paul A., 1982-
 
Galiotos, Aris, 1979-
 
Délèze, Frédéric, 1975-

Electronic Access
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119404729


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book595595-1001QA76.7 .N68 2020Wiley E-Kitap Koleksiyonu