Machine Learning And Big Data With Kdb Q
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Machine Learning And Big Data With Kdb Q
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Author : Paul A. Bilokon
language : en
Publisher:
Release Date : 2019-11-11
Machine Learning And Big Data With Kdb Q written by Paul A. Bilokon and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-11 with categories.
Upgrade your programming language to more effectively handle high-frequency data Machine Learning and Big Data with KDB+/Q offers quants, programmers and algorithmic traders a practical entry into the powerful but non-intuitive kdb+ database and q programming language. Ideally designed to handle the speed and volume of high-frequency financial data at sell- and buy-side institutions, these tools have become the de facto standard; this book provides the foundational knowledge practitioners need to work effectively with this rapidly-evolving approach to analytical trading. The discussion follows the natural progression of working strategy development to allow hands-on learning in a familiar sphere, illustrating the contrast of efficiency and capability between the q language and other programming approaches. Rather than an all-encompassing "bible"-type reference, this book is designed with a focus on real-world practicality to help you quickly get up to speed and become productive with the language. Understand why kdb+/q is the ideal solution for high-frequency data Delve into "meat" of q programming to solve practical economic problems Perform everyday operations including basic regressions, cointegration, volatility estimation, modelling and more Learn advanced techniques from market impact and microstructure analyses to machine learning techniques including neural networks The kdb+ database and its underlying programming language q offer unprecedented speed and capability. As trading algorithms and financial models grow ever more complex against the markets they seek to predict, they encompass an ever-larger swath of data - more variables, more metrics, more responsiveness and altogether more "moving parts." Traditional programming languages are increasingly failing to accommodate the growing speed and volume of data, and lack the necessary flexibility that cutting-edge financial modelling demands. Machine Learning and Big Data with KDB+/Q opens up the technology and flattens the learning curve to help you quickly adopt a more effective set of tools.
Machine Learning And Big Data With Kdb Q
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Author : Jan Novotny
language : en
Publisher: John Wiley & Sons
Release Date : 2019-12-31
Machine Learning And Big Data With Kdb Q written by Jan Novotny and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-12-31 with Business & Economics categories.
Upgrade your programming language to more effectively handle high-frequency data Machine Learning and Big Data with KDB+/Q offers quants, programmers and algorithmic traders a practical entry into the powerful but non-intuitive kdb+ database and q programming language. Ideally designed to handle the speed and volume of high-frequency financial data at sell- and buy-side institutions, these tools have become the de facto standard; this book provides the foundational knowledge practitioners need to work effectively with this rapidly-evolving approach to analytical trading. The discussion follows the natural progression of working strategy development to allow hands-on learning in a familiar sphere, illustrating the contrast of efficiency and capability between the q language and other programming approaches. Rather than an all-encompassing “bible”-type reference, this book is designed with a focus on real-world practicality to help you quickly get up to speed and become productive with the language. Understand why kdb+/q is the ideal solution for high-frequency data Delve into “meat” of q programming to solve practical economic problems Perform everyday operations including basic regressions, cointegration, volatility estimation, modelling and more Learn advanced techniques from market impact and microstructure analyses to machine learning techniques including neural networks The kdb+ database and its underlying programming language q offer unprecedented speed and capability. As trading algorithms and financial models grow ever more complex against the markets they seek to predict, they encompass an ever-larger swath of data – more variables, more metrics, more responsiveness and altogether more “moving parts.” Traditional programming languages are increasingly failing to accommodate the growing speed and volume of data, and lack the necessary flexibility that cutting-edge financial modelling demands. Machine Learning and Big Data with KDB+/Q opens up the technology and flattens the learning curve to help you quickly adopt a more effective set of tools.
Big Data And Machine Learning In Quantitative Investment
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Author : Tony Guida
language : en
Publisher: John Wiley & Sons
Release Date : 2019-03-25
Big Data And Machine Learning In Quantitative Investment written by Tony Guida and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-25 with Business & Economics categories.
Get to know the ‘why’ and ‘how’ of machine learning and big data in quantitative investment Big Data and Machine Learning in Quantitative Investment is not just about demonstrating the maths or the coding. Instead, it’s a book by practitioners for practitioners, covering the questions of why and how of applying machine learning and big data to quantitative finance. The book is split into 13 chapters, each of which is written by a different author on a specific case. The chapters are ordered according to the level of complexity; beginning with the big picture and taxonomy, moving onto practical applications of machine learning and finally finishing with innovative approaches using deep learning. • Gain a solid reason to use machine learning • Frame your question using financial markets laws • Know your data • Understand how machine learning is becoming ever more sophisticated Machine learning and big data are not a magical solution, but appropriately applied, they are extremely effective tools for quantitative investment — and this book shows you how.
Machine Learning In Finance
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Author : Matthew F. Dixon
language : en
Publisher: Springer Nature
Release Date : 2020-07-01
Machine Learning In Finance written by Matthew F. Dixon and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-01 with Business & Economics categories.
This book introduces machine learning methods in finance. It presents a unified treatment of machine learning and various statistical and computational disciplines in quantitative finance, such as financial econometrics and discrete time stochastic control, with an emphasis on how theory and hypothesis tests inform the choice of algorithm for financial data modeling and decision making. With the trend towards increasing computational resources and larger datasets, machine learning has grown into an important skillset for the finance industry. This book is written for advanced graduate students and academics in financial econometrics, mathematical finance and applied statistics, in addition to quants and data scientists in the field of quantitative finance. Machine Learning in Finance: From Theory to Practice is divided into three parts, each part covering theory and applications. The first presents supervised learning for cross-sectional data from both a Bayesian and frequentist perspective. The more advanced material places a firm emphasis on neural networks, including deep learning, as well as Gaussian processes, with examples in investment management and derivative modeling. The second part presents supervised learning for time series data, arguably the most common data type used in finance with examples in trading, stochastic volatility and fixed income modeling. Finally, the third part presents reinforcement learning and its applications in trading, investment and wealth management. Python code examples are provided to support the readers' understanding of the methodologies and applications. The book also includes more than 80 mathematical and programming exercises, with worked solutions available to instructors. As a bridge to research in this emergent field, the final chapter presents the frontiers of machine learning in finance from a researcher's perspective, highlighting how many well-known concepts in statistical physics are likely to emerge as important methodologies for machine learning in finance.
Machine Learning For Risk Calculations
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Author : Ignacio Ruiz
language : en
Publisher: John Wiley & Sons
Release Date : 2021-12-28
Machine Learning For Risk Calculations written by Ignacio Ruiz and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-12-28 with Business & Economics categories.
State-of-the-art algorithmic deep learning and tensoring techniques for financial institutions The computational demand of risk calculations in financial institutions has ballooned and shows no sign of stopping. It is no longer viable to simply add more computing power to deal with this increased demand. The solution? Algorithmic solutions based on deep learning and Chebyshev tensors represent a practical way to reduce costs while simultaneously increasing risk calculation capabilities. Machine Learning for Risk Calculations: A Practitioner’s View provides an in-depth review of a number of algorithmic solutions and demonstrates how they can be used to overcome the massive computational burden of risk calculations in financial institutions. This book will get you started by reviewing fundamental techniques, including deep learning and Chebyshev tensors. You’ll then discover algorithmic tools that, in combination with the fundamentals, deliver actual solutions to the real problems financial institutions encounter on a regular basis. Numerical tests and examples demonstrate how these solutions can be applied to practical problems, including XVA and Counterparty Credit Risk, IMM capital, PFE, VaR, FRTB, Dynamic Initial Margin, pricing function calibration, volatility surface parametrisation, portfolio optimisation and others. Finally, you’ll uncover the benefits these techniques provide, the practicalities of implementing them, and the software which can be used. Review the fundamentals of deep learning and Chebyshev tensors Discover pioneering algorithmic techniques that can create new opportunities in complex risk calculation Learn how to apply the solutions to a wide range of real-life risk calculations. Download sample code used in the book, so you can follow along and experiment with your own calculations Realize improved risk management whilst overcoming the burden of limited computational power Quants, IT professionals, and financial risk managers will benefit from this practitioner-oriented approach to state-of-the-art risk calculation.
Handbook Of Price Impact Modeling
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Author : Kevin T Webster
language : en
Publisher: CRC Press
Release Date : 2023-05-05
Handbook Of Price Impact Modeling written by Kevin T Webster and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-05-05 with Mathematics categories.
Handbook of Price Impact Modeling provides practitioners and students with a mathematical framework grounded in academic references to apply price impact models to quantitative trading and portfolio management. Automated trading is now the dominant form of trading across all frequencies. Furthermore, trading algorithm rise introduces new questions professionals must answer, for instance: How do stock prices react to a trading strategy? How to scale a portfolio considering its trading costs and liquidity risk? How to measure and improve trading algorithms while avoiding biases? Price impact models answer these novel questions at the forefront of quantitative finance. Hence, practitioners and students can use this Handbook as a comprehensive, modern view of systematic trading. For financial institutions, the Handbook’s framework aims to minimize the firm’s price impact, measure market liquidity risk, and provide a unified, succinct view of the firm’s trading activity to the C-suite via analytics and tactical research. The Handbook’s focus on applications and everyday skillsets makes it an ideal textbook for a master’s in finance class and students joining quantitative trading desks. Using price impact models, the reader learns how to: Build a market simulator to back test trading algorithms Implement closed-form strategies that optimize trading signals Measure liquidity risk and stress test portfolios for fire sales Analyze algorithm performance controlling for common trading biases Estimate price impact models using public trading tape Finally, the reader finds a primer on the database kdb+ and its programming language q, which are standard tools for analyzing high-frequency trading data at banks and hedge funds. Authored by a finance professional, this book is a valuable resource for quantitative researchers and traders.
Advanced Computational Intelligence For Object Detection Feature Extraction And Recognition In Smart Sensor Environments
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Author : Marcin Woźniak
language : en
Publisher: MDPI
Release Date : 2021-09-01
Advanced Computational Intelligence For Object Detection Feature Extraction And Recognition In Smart Sensor Environments written by Marcin Woźniak and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-01 with Technology & Engineering categories.
Recent years have seen a vast development in various methodologies for object detection and feature extraction and recognition, both in theory and in practice. When processing images, videos, or other types of multimedia, one needs efficient solutions to perform fast and reliable processing. Computational intelligence is used for medical screening where the detection of disease symptoms is carried out, in prevention monitoring to detect suspicious behavior, in agriculture systems to help with growing plants and animal breeding, in transportation systems for the control of incoming and outgoing transportation, for unmanned vehicles to detect obstacles and avoid collisions, in optics and materials for the detection of surface damage, etc. In many cases, we use developed techniques which help us to recognize some special features. In the context of this innovative research on computational intelligence, the Special Issue “Advanced Computational Intelligence for Object Detection, Feature Extraction and Recognition in Smart Sensor Environments” present an excellent opportunity for the dissemination of recent results and achievements for further innovations and development. It is my pleasure to present this collection of excellent contributions to the research community. - Prof. Marcin Woźniak, Silesian University of Technology, Poland –
Practical Big Data Analytics
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Author : Nataraj Dasgupta
language : en
Publisher: Packt Publishing Ltd
Release Date : 2018-01-15
Practical Big Data Analytics written by Nataraj Dasgupta and has been published by Packt Publishing Ltd this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-15 with Computers categories.
Get command of your organizational Big Data using the power of data science and analytics Key Features A perfect companion to boost your Big Data storing, processing, analyzing skills to help you take informed business decisions Work with the best tools such as Apache Hadoop, R, Python, and Spark for NoSQL platforms to perform massive online analyses Get expert tips on statistical inference, machine learning, mathematical modeling, and data visualization for Big Data Book Description Big Data analytics relates to the strategies used by organizations to collect, organize and analyze large amounts of data to uncover valuable business insights that otherwise cannot be analyzed through traditional systems. Crafting an enterprise-scale cost-efficient Big Data and machine learning solution to uncover insights and value from your organization's data is a challenge. Today, with hundreds of new Big Data systems, machine learning packages and BI Tools, selecting the right combination of technologies is an even greater challenge. This book will help you do that. With the help of this guide, you will be able to bridge the gap between the theoretical world of technology with the practical ground reality of building corporate Big Data and data science platforms. You will get hands-on exposure to Hadoop and Spark, build machine learning dashboards using R and R Shiny, create web-based apps using NoSQL databases such as MongoDB and even learn how to write R code for neural networks. By the end of the book, you will have a very clear and concrete understanding of what Big Data analytics means, how it drives revenues for organizations, and how you can develop your own Big Data analytics solution using different tools and methods articulated in this book. What you will learn - Get a 360-degree view into the world of Big Data, data science and machine learning - Broad range of technical and business Big Data analytics topics that caters to the interests of the technical experts as well as corporate IT executives - Get hands-on experience with industry-standard Big Data and machine learning tools such as Hadoop, Spark, MongoDB, KDB+ and R - Create production-grade machine learning BI Dashboards using R and R Shiny with step-by-step instructions - Learn how to combine open-source Big Data, machine learning and BI Tools to create low-cost business analytics applications - Understand corporate strategies for successful Big Data and data science projects - Go beyond general-purpose analytics to develop cutting-edge Big Data applications using emerging technologies Who this book is for The book is intended for existing and aspiring Big Data professionals who wish to become the go-to person in their organization when it comes to Big Data architecture, analytics, and governance. While no prior knowledge of Big Data or related technologies is assumed, it will be helpful to have some programming experience.
Financial Modelling In Python
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Author : Shayne Fletcher
language : en
Publisher: John Wiley & Sons
Release Date : 2010-10-28
Financial Modelling In Python written by Shayne Fletcher and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-10-28 with Business & Economics categories.
"Fletcher and Gardner have created a comprehensive resource that will be of interest not only to those working in the field of finance, but also to those using numerical methods in other fields such as engineering, physics, and actuarial mathematics. By showing how to combine the high-level elegance, accessibility, and flexibility of Python, with the low-level computational efficiency of C++, in the context of interesting financial modeling problems, they have provided an implementation template which will be useful to others seeking to jointly optimize the use of computational and human resources. They document all the necessary technical details required in order to make external numerical libraries available from within Python, and they contribute a useful library of their own, which will significantly reduce the start-up costs involved in building financial models. This book is a must read for all those with a need to apply numerical methods in the valuation of financial claims." –David Louton, Professor of Finance, Bryant University This book is directed at both industry practitioners and students interested in designing a pricing and risk management framework for financial derivatives using the Python programming language. It is a practical book complete with working, tested code that guides the reader through the process of building a flexible, extensible pricing framework in Python. The pricing frameworks' loosely coupled fundamental components have been designed to facilitate the quick development of new models. Concrete applications to real-world pricing problems are also provided. Topics are introduced gradually, each building on the last. They include basic mathematical algorithms, common algorithms from numerical analysis, trade, market and event data model representations, lattice and simulation based pricing, and model development. The mathematics presented is kept simple and to the point. The book also provides a host of information on practical technical topics such as C++/Python hybrid development (embedding and extending) and techniques for integrating Python based programs with Microsoft Excel.
Machine Learning And Security
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Author : Clarence Chio
language : en
Publisher: "O'Reilly Media, Inc."
Release Date : 2018-01-26
Machine Learning And Security written by Clarence Chio and has been published by "O'Reilly Media, Inc." this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-26 with Computers categories.
Can machine learning techniques solve our computer security problems and finally put an end to the cat-and-mouse game between attackers and defenders? Or is this hope merely hype? Now you can dive into the science and answer this question for yourself. With this practical guide, you’ll explore ways to apply machine learning to security issues such as intrusion detection, malware classification, and network analysis. Machine learning and security specialists Clarence Chio and David Freeman provide a framework for discussing the marriage of these two fields, as well as a toolkit of machine-learning algorithms that you can apply to an array of security problems. This book is ideal for security engineers and data scientists alike. Learn how machine learning has contributed to the success of modern spam filters Quickly detect anomalies, including breaches, fraud, and impending system failure Conduct malware analysis by extracting useful information from computer binaries Uncover attackers within the network by finding patterns inside datasets Examine how attackers exploit consumer-facing websites and app functionality Translate your machine learning algorithms from the lab to production Understand the threat attackers pose to machine learning solutions