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Machine learning and big data with kdb+/q /
"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 langu...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex, United Kingdom :
John Wiley & Sons, Ltd.,
2020.
|
| Colección: | Wiley finance
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | OR_on1126347173 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr |n||||||||| | ||
| 008 | 191014t20202020enka ob 001 0 eng | ||
| 010 | |a 2019024956 | ||
| 040 | |a DLC |b eng |e rda |e pn |c DLC |d OCLCO |d DG1 |d UIU |d OCLCF |d N$T |d OCL |d YDX |d PUL |d OCLCQ |d OCLCO |d DLC |d OCLCO |d OCLCQ |d OCLCO | ||
| 020 | |a 1119404738 |q (electronic book) | ||
| 020 | |a 9781119404743 |q (electronic book) | ||
| 020 | |a 1119404746 |q (electronic book) | ||
| 020 | |a 9781119404729 |q (electronic book) | ||
| 020 | |a 111940472X |q (electronic book) | ||
| 020 | |a 9781119404736 |q (electronic book) | ||
| 020 | |z 9781119404750 |q (hardcover) | ||
| 029 | 1 | |a AU@ |b 000066430554 | |
| 029 | 1 | |a CHNEW |b 001076918 | |
| 029 | 1 | |a CHVBK |b 582549035 | |
| 029 | 1 | |a AU@ |b 000068978195 | |
| 035 | |a (OCoLC)1126347173 | ||
| 042 | |a pcc | ||
| 050 | 0 | 4 | |a QA76.7 |b .N68 2020 |
| 082 | 0 | 0 | |a 005.74 |2 23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Novotny, Jan, |d 1982- |e author. | |
| 245 | 1 | 0 | |a Machine learning and big data with kdb+/q / |c Jan Novotny, Paul A. Bilokon, Aris Galiotos, Frédéric Déléze. |
| 264 | 1 | |a Chichester, West Sussex, United Kingdom : |b John Wiley & Sons, Ltd., |c 2020. | |
| 264 | 4 | |c ©2020 | |
| 300 | |a 1 online resource (xxiv, 613 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a 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 | |
| 520 | |a "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"-- |c Provided by publisher | ||
| 588 | 0 | |a Online resource; title from digital title page (viewed on April 13, 2020). | |
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 630 | 0 | 0 | |a kdb+ (Computer file) |
| 650 | 0 | |a Query languages (Computer science) | |
| 650 | 0 | |a Databases. | |
| 650 | 0 | |a Machine learning. | |
| 650 | 0 | |a Big data. | |
| 650 | 6 | |a Langages d'interrogation. | |
| 650 | 6 | |a Apprentissage automatique. | |
| 650 | 6 | |a Données volumineuses. | |
| 650 | 7 | |a Query languages (Computer science) |2 fast | |
| 650 | 7 | |a Big data |2 fast | |
| 650 | 7 | |a Databases |2 fast | |
| 650 | 7 | |a Machine learning |2 fast | |
| 700 | 1 | |a Bilokon, Paul A., |d 1982- |e author. | |
| 700 | 1 | |a Galiotos, Aris, |d 1979- |e author. | |
| 700 | 1 | |a Délèze, Frédéric, |d 1975- |e author. | |
| 776 | 0 | 8 | |i Print version: |a Novotny, Jan, 1982- |t Machine learning and big data with kdb+/q. |d 1 Chichester, West Sussex : Wiley, 2 |z 9781119404750 |w (DLC) 2019024955 |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9781119404750/?ar |z Texto completo (Requiere registro previo con correo institucional) |
| 938 | |a EBSCOhost |b EBSC |n 2294872 | ||
| 994 | |a 92 |b IZTAP | ||