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

Başlık
Machine learning and big data with kdb+/q

Yazar
Novotny, Jan, 1982- author.

ISBN
9781119404736
 
9781119404743
 
9781119404729

Fiziksel Tanımlama
1 online resource (xxiv, 613 pages)

Seri
Wiley finance

İçerik
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

Özet
"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

Notlar
John Wiley and Sons

Konu Başlığı Ek Girişi
kdb+ (Computer file)

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

Yazar Ek Girişi
Bilokon, Paul A., 1982-
 
Galiotos, Aris, 1979-
 
Délèze, Frédéric, 1975-

Elektronik Erişim
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119404729


KütüphaneMateryal TürüDemirbaş NumarasıYer Numarası[[missing key: search.ChildField.HOLDING]]Durumu/İade Tarihi
Çevrimiçi KütüphaneE-Kitap595595-1001QA76.7 .N68 2020Wiley E-Kitap Koleksiyonu