Download or read book Machine Learning and Big Data with kdb q written by Jan Novotny and published by John Wiley & Sons. This book was released on 2019-12-31 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Machine Learning and Big Data with Kdb q written by Paul A. Bilokon and published by . This book was released on 2019-11-11 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Machine Learning in Finance written by Matthew F. Dixon and published by Springer Nature. This book was released on 2020-07-01 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Q Tips written by Nick Psaris and published by . This book was released on 2015-03-19 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn q by building a real life application. Q Tips teaches you everything you need to know to build a fully functional CEP engine. Advanced topics include profiling an active kdb+ server, derivatives pricing and histogram charting. As each new topic is introduced, tips are highlighted to help you write better q.

Download or read book Fun Q written by Nick Psaris and published by . This book was released on 2020-07-16 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Malliavin Calculus in Finance written by Elisa Alos and published by CRC Press. This book was released on 2021-07-14 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: Malliavin Calculus in Finance: Theory and Practice aims to introduce the study of stochastic volatility (SV) models via Malliavin Calculus. Malliavin calculus has had a profound impact on stochastic analysis. Originally motivated by the study of the existence of smooth densities of certain random variables, it has proved to be a useful tool in many other problems. In particular, it has found applications in quantitative finance, as in the computation of hedging strategies or the efficient estimation of the Greeks. The objective of this book is to offer a bridge between theory and practice. It shows that Malliavin calculus is an easy-to-apply tool that allows us to recover, unify, and generalize several previous results in the literature on stochastic volatility modeling related to the vanilla, the forward, and the VIX implied volatility surfaces. It can be applied to local, stochastic, and also to rough volatilities (driven by a fractional Brownian motion) leading to simple and explicit results. Features Intermediate-advanced level text on quantitative finance, oriented to practitioners with a basic background in stochastic analysis, which could also be useful for researchers and students in quantitative finance Includes examples on concrete models such as the Heston, the SABR and rough volatilities, as well as several numerical experiments and the corresponding Python scripts Covers applications on vanillas, forward start options, and options on the VIX. The book also has a Github repository with the Python library corresponding to the numerical examples in the text. The library has been implemented so that the users can re-use the numerical code for building their examples. The repository can be accessed here: https://bit.ly/2KNex2Y.

Download or read book Q for Mortals Version 3 written by Jeffry Borror and published by . This book was released on 2015-11-20 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Linux Device Drivers written by Jonathan Corbet and published by "O'Reilly Media, Inc.". This book was released on 2005-02-07 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt: Device drivers literally drive everything you're interested in--disks, monitors, keyboards, modems--everything outside the computer chip and memory. And writing device drivers is one of the few areas of programming for the Linux operating system that calls for unique, Linux-specific knowledge. For years now, programmers have relied on the classic Linux Device Drivers from O'Reilly to master this critical subject. Now in its third edition, this bestselling guide provides all the information you'll need to write drivers for a wide range of devices.Over the years the book has helped countless programmers learn: how to support computer peripherals under the Linux operating system how to develop and write software for new hardware under Linux the basics of Linux operation even if they are not expecting to write a driver The new edition of Linux Device Drivers is better than ever. The book covers all the significant changes to Version 2.6 of the Linux kernel, which simplifies many activities, and contains subtle new features that can make a driver both more efficient and more flexible. Readers will find new chapters on important types of drivers not covered previously, such as consoles, USB drivers, and more.Best of all, you don't have to be a kernel hacker to understand and enjoy this book. All you need is an understanding of the C programming language and some background in Unix system calls. And for maximum ease-of-use, the book uses full-featured examples that you can compile and run without special hardware.Today Linux holds fast as the most rapidly growing segment of the computer market and continues to win over enthusiastic adherents in many application areas. With this increasing support, Linux is now absolutely mainstream, and viewed as a solid platform for embedded systems. If you're writing device drivers, you'll want this book. In fact, you'll wonder how drivers are ever written without it.

Download or read book Machine Learning and Security written by Clarence Chio and published by "O'Reilly Media, Inc.". This book was released on 2018-01-26 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Download or read book Fed Up written by Colin Lancaster and published by Harriman House Limited. This book was released on 2021-05-04 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fed Up! tells the story of a global macro trader working amidst the greatest market panic we have seen since the Great Depression. As the COVID-19 pandemic spreads across the world, readers are taken through the late-stage decadence of an exuberant market bubble to the depths of the market crash and into the early innings of a recovery. It provides readers with a front row seat on trading activity, allowing them to experience the heartbeat of the markets. It’s also about money and opportunity. It’s about the moral dilemma of a man who is struggling as he reaches his own peak. Readers will experience the frenetic pace of life as a trader and will connect with the protagonist, experiencing his struggle to balance his personal values with the compromised values of the world around him. It shines a light on the largest policy issues confronting the U.S., while offering an entertaining and humorous look at the guys and gals who are the new market operators. This riveting account of the 2020 market crash from inside the mind of a global macro trader will serve as an exciting, nail-biting record of current times. It is about making fortunes while the world slips into misfortune. Will he beat the markets or will the markets beat him?

Download or read book The Book of Alternative Data written by Alexander Denev and published by John Wiley & Sons. This book was released on 2020-07-21 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first and only book to systematically address methodologies and processes of leveraging non-traditional information sources in the context of investing and risk management Harnessing non-traditional data sources to generate alpha, analyze markets, and forecast risk is a subject of intense interest for financial professionals. A growing number of regularly-held conferences on alternative data are being established, complemented by an upsurge in new papers on the subject. Alternative data is starting to be steadily incorporated by conventional institutional investors and risk managers throughout the financial world. Methodologies to analyze and extract value from alternative data, guidance on how to source data and integrate data flows within existing systems is currently not treated in literature. Filling this significant gap in knowledge, The Book of Alternative Data is the first and only book to offer a coherent, systematic treatment of the subject. This groundbreaking volume provides readers with a roadmap for navigating the complexities of an array of alternative data sources, and delivers the appropriate techniques to analyze them. The authors—leading experts in financial modeling, machine learning, and quantitative research and analytics—employ a step-by-step approach to guide readers through the dense jungle of generated data. A first-of-its kind treatment of alternative data types, sources, and methodologies, this innovative book: Provides an integrated modeling approach to extract value from multiple types of datasets Treats the processes needed to make alternative data signals operational Helps investors and risk managers rethink how they engage with alternative datasets Features practical use case studies in many different financial markets and real-world techniques Describes how to avoid potential pitfalls and missteps in starting the alternative data journey Explains how to integrate information from different datasets to maximize informational value The Book of Alternative Data is an indispensable resource for anyone wishing to analyze or monetize different non-traditional datasets, including Chief Investment Officers, Chief Risk Officers, risk professionals, investment professionals, traders, economists, and machine learning developers and users.

Download or read book Machine Learning written by Maria Johnsen and published by Maria Johnsen. This book was released on 2024-07-06 with total page 550 pages. Available in PDF, EPUB and Kindle. Book excerpt: Machine learning has revolutionized industries, from healthcare to entertainment, by enhancing how we understand and interact with data. Despite its prevalence, mastering this field requires both theoretical knowledge and practical skills. This book bridges that gap, starting with foundational concepts and essential mathematics, then advancing through a wide range of algorithms and techniques. It covers supervised and unsupervised learning, neural networks, deep learning, and reinforcement learning, with clear explanations and practical examples. Real-world applications are highlighted through scenarios and case studies, demonstrating how to solve specific problems with machine learning. You'll find hands-on guides to popular tools and libraries like Python, Scikit-Learn, TensorFlow, Keras, and PyTorch, enabling you to build, evaluate, and deploy models effectively. The book explores cutting-edge topics like quantum machine learning and explainable AI, keeping you updated on the latest trends. Detailed case studies and capstone projects provide practical experience, guiding you through the entire machine learning process. This book, a labor of love born from extensive research and passion, aims to make machine learning accessible and engaging. Machine learning is about curiosity, creativity, and the pursuit of knowledge. Explore, experiment, and enjoy the journey. Thank you for choosing this book. I am excited to be part of your machine learning adventure and look forward to the incredible things you will achieve.

Download or read book Data Analysis with Python and PySpark written by Jonathan Rioux and published by Simon and Schuster. This book was released on 2022-03-22 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: Think big about your data! PySpark brings the powerful Spark big data processing engine to the Python ecosystem, letting you seamlessly scale up your data tasks and create lightning-fast pipelines.In Data Analysis with Python and PySpark you will learn how to:Manage your data as it scales across multiple machines, Scale up your data programs with full confidence, Read and write data to and from a variety of sources and formats, Deal with messy data with PySpark's data manipulation functionality, Discover new data sets and perform exploratory data analysis, Build automated data pipelines that transform, summarize, and get insights from data, Troubleshoot common PySpark errors, Creating reliable long-running jobs. Data Analysis with Python and PySpark is your guide to delivering successful Python-driven data projects. Packed with relevant examples and essential techniques, this practical book teaches you to build pipelines for reporting, machine learning, and other data-centric tasks. Quick exercises in every chapter help you practice what you've learned, and rapidly start implementing PySpark into your data systems. No previous knowledge of Spark is required.Data Analysis with Python and PySpark helps you solve the daily challenges of data science with PySpark. You'll learn how to scale your processing capabilities across multiple machines while ingesting data from any source--whether that's Hadoop clusters, cloud data storage, or local data files. Once you've covered the fundamentals, you'll explore the full versatility of PySpark by building machine learning pipelines, and blending Python, pandas, and PySpark code.

Download or read book SQL Server 2019 Revealed written by Bob Ward and published by Apress. This book was released on 2019-10-18 with total page 435 pages. Available in PDF, EPUB and Kindle. Book excerpt: Get up to speed on the game-changing developments in SQL Server 2019. No longer just a database engine, SQL Server 2019 is cutting edge with support for machine learning (ML), big data analytics, Linux, containers, Kubernetes, Java, and data virtualization to Azure. This is not a book on traditional database administration for SQL Server. It focuses on all that is new for one of the most successful modernized data platforms in the industry. It is a book for data professionals who already know the fundamentals of SQL Server and want to up their game by building their skills in some of the hottest new areas in technology. SQL Server 2019 Revealed begins with a look at the project's team goal to integrate the world of big data with SQL Server into a major product release. The book then dives into the details of key new capabilities in SQL Server 2019 using a “learn by example” approach for Intelligent Performance, security, mission-critical availability, and features for the modern developer. Also covered are enhancements to SQL Server 2019 for Linux and gain a comprehensive look at SQL Server using containers and Kubernetes clusters. The book concludes by showing you how to virtualize your data access with Polybase to Oracle, MongoDB, Hadoop, and Azure, allowing you to reduce the need for expensive extract, transform, and load (ETL) applications. You will then learn how to take your knowledge of containers, Kubernetes, and Polybase to build a comprehensive solution called Big Data Clusters, which is a marquee feature of 2019. You will also learn how to gain access to Spark, SQL Server, and HDFS to build intelligence over your own data lake and deploy end-to-end machine learning applications. What You Will LearnImplement Big Data Clusters with SQL Server, Spark, and HDFS Create a Data Hub with connections to Oracle, Azure, Hadoop, and other sourcesCombine SQL and Spark to build a machine learning platform for AI applicationsBoost your performance with no application changes using Intelligent PerformanceIncrease security of your SQL Server through Secure Enclaves and Data ClassificationMaximize database uptime through online indexing and Accelerated Database RecoveryBuild new modern applications with Graph, ML Services, and T-SQL Extensibility with JavaImprove your ability to deploy SQL Server on Linux Gain in-depth knowledge to run SQL Server with containers and KubernetesKnow all the new database engine features for performance, usability, and diagnosticsUse the latest tools and methods to migrate your database to SQL Server 2019Apply your knowledge of SQL Server 2019 to Azure Who This Book Is For IT professionals and developers who understand the fundamentals of SQL Server and wish to focus on learning about the new, modern capabilities of SQL Server 2019. The book is for those who want to learn about SQL Server 2019 and the new Big Data Clusters and AI feature set, support for machine learning and Java, how to run SQL Server with containers and Kubernetes, and increased capabilities around Intelligent Performance, advanced security, and high availability.

Download or read book Python Data Science and Machine Learning written by Paul A. Bilokon and published by . This book was released on 2020-10-14 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Introduction to Algorithms third edition written by Thomas H. Cormen and published by MIT Press. This book was released on 2009-07-31 with total page 1313 pages. Available in PDF, EPUB and Kindle. Book excerpt: The latest edition of the essential text and professional reference, with substantial new material on such topics as vEB trees, multithreaded algorithms, dynamic programming, and edge-based flow. Some books on algorithms are rigorous but incomplete; others cover masses of material but lack rigor. Introduction to Algorithms uniquely combines rigor and comprehensiveness. The book covers a broad range of algorithms in depth, yet makes their design and analysis accessible to all levels of readers. Each chapter is relatively self-contained and can be used as a unit of study. The algorithms are described in English and in a pseudocode designed to be readable by anyone who has done a little programming. The explanations have been kept elementary without sacrificing depth of coverage or mathematical rigor. The first edition became a widely used text in universities worldwide as well as the standard reference for professionals. The second edition featured new chapters on the role of algorithms, probabilistic analysis and randomized algorithms, and linear programming. The third edition has been revised and updated throughout. It includes two completely new chapters, on van Emde Boas trees and multithreaded algorithms, substantial additions to the chapter on recurrence (now called “Divide-and-Conquer”), and an appendix on matrices. It features improved treatment of dynamic programming and greedy algorithms and a new notion of edge-based flow in the material on flow networks. Many exercises and problems have been added for this edition. The international paperback edition is no longer available; the hardcover is available worldwide.

Download or read book Trading Thalesians written by S. Amen and published by Springer. This book was released on 2014-10-28 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book mixes history on the ancient world with investment ideas for traders involved in financial markets today. It goes through ideas such as measuring risk, whether investors should try to outperform the market, Black Swans and ways of creating appropriate investment targets. It will appeal to professional traders and retail investors.