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...
| Main Authors: | , , , |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Chichester, West Sussex, United Kingdom
John Wiley & Sons, Ltd.
2020
|
| Series: | Wiley finance
|
| Subjects: | |
| Online Access: | |
| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | "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"-- |
|---|---|
| Physical Description: | xxiv, 613 pages |
| ISBN: | 1119404746 9781119404736 1119404738 9781119404743 111940472X 9781119404729 |