Tag Archives: Clustering

Unsupervised machine learning Heirarchial Clustering Essentials

Unsupervised machine learning Heirarchial Clustering Essentials

R is back in this article which highlights the benefits of partitioning methods like k-means or pam.

http://www.sthda.com/english/wiki/hierarchical-clustering-essentials-unsupervised-machine-learning

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Redis fastest NOSQL with clustering and failover

Redis fastest NOSQL with clustering and failover

Boom! I call this the perfect combo and you can use it as internal in memory database! This database remains as a true open source alternative as well.

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Failover and clustering demo confirms it works in Redis:

RedisLabs interviews says Redis is the fastest NOSQL on the planet:

Super fast demo:

 

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NOSQL Redis blows MongoDB with speed and clustering

NOSQL Redis blows MongoDB with speed and clustering

From what I see here, it seems Redis is the SOLID solution for both in this article.

Got an opinion, let me know

http://stackoverflow.com/questions/5400163/when-to-redis-when-to-mongodb

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Does NOSQL Redis have these clustering MongoDB features?

Does NOSQL Redis have these clustering MongoDB features?

I am hoping someone in the Redis community that can confirm if MongoDB has these same features

MongoDB is built for the cloud

If your Web app plans include making good on the pennies-per-CPU promise of the cloud, the MEAN stack offers a compelling database layer in MongoDB. This modern database comes equipped with automatic sharding and full cluster support, right out of the box. Plug in MongoDB and it spreads across your cluster of servers to offer failover support and automatic replication. Given the ease with which apps can be developed, tested, and hosted in the cloud, there’s little reason not to consider MongoDB for your next project.

 

http://www.infoworld.com/article/2937159/application-development/mean-vs-lamp-your-next-programming-project.html

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Is Redis NOSQL your one stop shop for in memory database with persistance message queuing clustering and TRUE open source

Is Redis NOSQL your one stop shop for in memory database with persistance message queuing clustering and TRUE open source

Man, has this database come a long way which ways always my favourite but the weakneesses seems addressed now

Cluster:

http://redis.io/topics/cluster-tutorial

Persistance:

http://oldblog.antirez.com/post/redis-persistence-demystified.html

Source code looks easy in C which is a  programming language I know well:

http://www.heychinaski.com/blog/2013/10/14/a-look-at-the-redis-source-code/

Potential message queueing:

http://redis.io/commands/rpoplpush

http://restmq.com/ <– this has a good slide deck

I am sure there is more but it sounds like a plan. No longer need Erlang for consideration?

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Combo of volatility clustering,GARCH,fat tail analysis be EXTREME highest potential if profit in quant algo automated trading?

Combo of volatility clustering,GARCH,fat tail analysis be EXTREME highest potential if profit in quant algo automated trading?

Let me know your thought by responding to this forum posting:

http://quantlabs.net/academy/forum/quant-academy-forum/anyone-got-opinion-on-combining-fat-loss-analysis-with-volatility-clustering-with-garch/#p353

Or just commenting below. If you got ideas, let me know privately even because I think this is something not ever talked about or publicly commented on.  As said, this may be worth pursuing.

You guys and gals are the shining light that can help me drill down to the best of best in terms of trading out there!! BIG THANKS for that!!

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What I learned from Matlab presentation on machine learning clustering and ernie chan mean reversion strategy

What I learned from Matlab presentation on machine learning clustering and ernie chan mean reversion strategy

This was easier for me to put in a video

Learn FREE how I plan to implement this into my new upcoming trading platform.

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I am dumping NOSQL including MongoDB clustering, trying MYSQL Cluster

I am dumping NOSQL including MongoDB clustering, trying MYSQL Cluster

WoW! What a piece of junk this NOSQL is. If you cannot easily setup MongoDB, it becomes useless for members like mine who would expect more. Wow! What disappointment. I even tried this but still failed:

http://stackoverflow.com/questions/4646061/sharding-configuration-help

 

 

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New online Meetup scheduled Matlab ATS trading platform. Other potentials include R intro, NOSQL clustering, foward strategy testing

Hi there

A new series of Meetups are under way.

The first takes place this Tue Jul 31 at 7pm.
Matlab ATS Trading System Demo

Matlab ATS Trading System Demo

Tuesday, Jul 31, 2012, 7:00 PM

24 Members Went

Check out this Meetup →

Other topics include:
1.     Quick R intro to newbie traders that are joining the community.
2.    Potential walk forward strategy
3.    My cluster demo using a NOSQL solution to speed up R algo simulations

I am still waiting for the local overpaid politicians to see if they will grant me access to downtown Toronto’s Metro Hall for future presentations. I can pretty well say the public libraries are no longer an option because of the big expense. All of the above are free webinars for those that are part of my groups within Meetup.com.

** Sponsor promotion here:
For those that may be interested, I am now hosting commercial private online webinars for my company’s Membership. If interested, get in touch at feedback@quantlabs.net Our next one is Mon Jul 30 at 7PM EST with a talk about the open source trading platform we are using.
Hope this helps everyone out,
Bryan

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Clarification for Diff for Clustering and Classication?

Clarification for Diff for Clustering and Classication?

A basic question can some one pls ellaborate what was the main different between clustering and classificaiton in data mining and how can we achive

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I wonder why people compare these two methods. Is it due to both the word started with C? These two methods are completely different. When a number observation belongs to certain number of class, classification methods finds rules to identify the class. A training data(where class is know) set is required to extract the rule which will be used to classify obs where class in not known.

On the other hand clustering algorithm identify some group or segment based on characteristic of the observation. main focus is within a group observation will be identical but different from observation from other group.

 

clustering falls under unsupervised analysis, you are searching for patterns in data its exploratory data analysis.
Whereas classification falls under supervised analysis were you know the number of classes or groups and try to classify data. there is so much info that you can google.

 

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As it was previously mentioned, Cluster Analysis is a technique that allows us to classify observations based on several characteristics, then grouping individuals whose values in these classification variables behave somehow similar.It is appropriate when you are not certain about the number of groups, or even if there are groups within your observations. It is based on distance/dissimilarity measures between observations, which are used to determine proximity between objects. Cluster analysis can also be used to group variables. There may be more than 100 variants for this technique, based on different dissimilarity measures and grouping algorithms.

Classification analysis include a series of techniques designed to predict membership of an object between a series of known and defined groups. It can be used to determine the group of observations not yet classified. For classification there are several techniques, which include Discriminant Analysis, logistic regression and classification trees (there are more, I just think these are the most well known). Discriminant Analysis is based on models, it is in fact the “opposite” to a MANOVA analysis. Logistic regression is also based in models although usually estimated through maximum likelihood. Classification trees are procedures based in partitioning observations according to criterions that help group similar individuals.

—–

Classification is a deterministic method, of sorting records or events according to pre-defined qualities and values. It’s ancient. If there’s an error in the data, it will cause an error in the results. Classification is a method of sorting out standardized data tables.

Clustering takes into account a large number of parameters at once. It deals with multi-variant space and fuzzy and stochastic data. It takes the best relation (not necessarily 100% right) thus can overcome data errors. Clustering has numerous methods. The more automatic (self diagnostic) is the method the better it is.

 

 

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