Machine learning and big data with kdb+/q / / Jan Novotny [and three others] |
Autore | Novotny Jan <1982-> |
Edizione | [1st edition] |
Pubbl/distr/stampa | Chichester, West Sussex, England : , : Wiley, , [2020] |
Descrizione fisica | 1 online resource (640 pages) |
Disciplina | 332.60285416 |
Collana | Wiley finance |
Soggetto topico | Investments - Data processing |
Soggetto genere / forma | Electronic books. |
ISBN |
1-119-40473-8
1-119-40472-X 1-119-40474-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910555131603321 |
Novotny Jan <1982-> | ||
Chichester, West Sussex, England : , : Wiley, , [2020] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Machine learning and big data with kdb+/q / / Jan Novotny [and three others] |
Autore | Novotny Jan <1982-> |
Edizione | [1st edition] |
Pubbl/distr/stampa | Chichester, West Sussex, England : , : Wiley, , [2020] |
Descrizione fisica | 1 online resource (640 pages) |
Disciplina | 332.60285416 |
Collana | Wiley finance |
Soggetto topico | Investments - Data processing |
ISBN |
1-119-40473-8
1-119-40472-X 1-119-40474-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 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: Art. |
Record Nr. | UNINA-9910677722103321 |
Novotny Jan <1982-> | ||
Chichester, West Sussex, England : , : Wiley, , [2020] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Machine learning and big data with kdb+/q / / Jan Novotny [and three others] |
Autore | Novotny Jan <1982-> |
Edizione | [1st edition] |
Pubbl/distr/stampa | Chichester, West Sussex, England : , : Wiley, , [2020] |
Descrizione fisica | 1 online resource (640 pages) |
Disciplina | 332.60285416 |
Collana | Wiley finance |
Soggetto topico | Investments - Data processing |
ISBN |
1-119-40473-8
1-119-40472-X 1-119-40474-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 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: Art. |
Record Nr. | UNINA-9910817938503321 |
Novotny Jan <1982-> | ||
Chichester, West Sussex, England : , : Wiley, , [2020] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Machine learning for asset management : new developments and financial applications / / edited by Emmanuel Jurczenko |
Pubbl/distr/stampa | London, England ; ; Hoboken, New Jersey : , : ISTE : , : Wiley, , [2020] |
Descrizione fisica | 1 online resource (465 pages) |
Disciplina | 332.60285416 |
Collana | Innovation, entrepreneurship and management series |
Soggetto topico | Investments - Data processing |
ISBN |
1-119-75117-9
1-119-75118-7 1-119-75116-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910555155903321 |
London, England ; ; Hoboken, New Jersey : , : ISTE : , : Wiley, , [2020] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Trading at the speed of light : how ultrafast algorithms are transforming financial markets / / Donald MacKenzie |
Autore | MacKenzie Donald A. |
Pubbl/distr/stampa | Princeton : , : Princeton University Press, , [2021] |
Descrizione fisica | 1 online resource (xii, 282 pages) : illustrations |
Disciplina | 332.60285416 |
Soggetto topico |
Investments - Data processing
Program trading (Securities) Algorithms Stock exchanges Finance |
Soggetto non controllato |
Alexandre Laumonier
Automated Trading Desk BrokerTec CME Chicago Mercantile Exchange Dark Pools E-Mini EBS Flash Boys Juan Pablo Pardo-Guerra Michael Durbin Michael Gorham Michael Lewis Nidhi Singh Scott Patterson eSpeed electronic order books financial trading foreign exchange futures geodesic liquidity taking market making material political economy materiality political economy science and technology studies share trading venue shares social studies of finance sociology of finance sovereign bonds speed bumps |
ISBN | 0-691-21779-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover -- Contents -- List of Illustrations -- Acknowledgments -- 1. Introduction -- 2. To the Towers -- 3. "We'll show you our book. Why won't they?" -- 4. Dealers, Clients, and the Politics of Market Structure -- 5. "Not only would I lose my job, I might lose my legs too!" -- 6. How HFT Algorithms Interact, and How Exchanges Seek to Influence It -- 7. Conclusion -- Appendix: A Note on the Literature on HFT -- Notes -- References -- Index |
Record Nr. | UNINA-9910554220003321 |
MacKenzie Donald A. | ||
Princeton : , : Princeton University Press, , [2021] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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