書誌事項
- タイトル
- "Machine learning and big data with kdb+/q"
- 責任表示
- Jan Novotny, Paul A. Bilokon, Aris Galiotos, Frédéric Déléze
- 出版者
-
- Wiley
- 出版年月
-
- 2020
- 書籍サイズ
- 26 cm
この図書・雑誌をさがす
注記
Includes bibliographical references (p. 601-605) and index
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"-- Provided by publisher
- Tweet
詳細情報 詳細情報について
-
- CRID
- 1130006340916273680
-
- NII書誌ID
- BC06729151
-
- ISBN
- 9781119404750
-
- LCCN
- 2019024955
-
- Web Site
- https://lccn.loc.gov/2019024955
-
- 本文言語コード
- en
-
- 出版国コード
- uk
-
- タイトル言語コード
- en
-
- 出版地
-
- Chichester, West Sussex
-
- 件名
-
- LCSH: Query languages (Computer science)
- LCSH: Databases
- LCSH: Machine learning
- LCSH: Big data
- LCSH: kdb+ (Computer file)
-
- データソース種別
-
- CiNii Books