February 2018
Intermediate to advanced
400 pages
10h 17m
English
Content preview from Advances in Financial Machine Learning
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
CHAPTER 22 High-Performance Computational Intelligence and Forecasting Technologies
Kesheng Wu and Horst D. Simon
22.1 Motivation
This chapter provides an introduction to the Computational Intelligence and Forecasting Technologies (CIFT) project at Lawrence Berkeley National Laboratory (LBNL). The main objective of CIFT is to promote the use of high-performance computing (HPC) tools and techniques for analysis of streaming data. After noticing the data volume being given as the explanation for the five-month delay for SEC and CFTC to issue their report on the 2010 Flash Crash, LBNL started the CIFT project to apply HPC technologies to manage and analyze financial data. Making timely decisions with streaming data is a requirement for many business applications, such as avoiding impending failure in the electric power grid or a liquidity crisis in financial markets. In all these cases, the HPC tools are well suited in handling the complex data dependencies and providing a timely solution. Over the years, CIFT has worked on a number of different forms of streaming data, including those from vehicle traffic, electric power grid, electricity usage, and so on. The following sections explain the key features of HPC systems, introduce a few special tools used on these systems, and provide examples of streaming data analyses using these HPC tools.
22.2 Regulatory Response to the Flash Crash of 2010
On May 6, 2010, at about 2:45 p.m. (U.S. Eastern Daylight Time), the U.S. stock market ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Read now
Unlock full access
More than 5,000 organizations count on O’Reilly
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.