by
Novotny, Jan, 1982-,
Bilokon, Paul A., 1982-,
Galiotos, Aris, 1979-,
Délèze, Frédéric, 1975-
Published 2020
...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:...
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