I need to get the index of a exchange like NASDAQ rather than the price of a specific stock in that exchange. I suppose that Finance::Quote will come to the rescue , but after a quick go-through of the document, I find it the way one can use the module for query is like:
%info = $q->fetch("australia","CML")
which means both the exchange and the stock should be specified in the query. then the question is: does the index itself can be treated as a stock and has a symbol name which can be used in the query?
Of course, if you have other way can meet my needs rather than using Finance::Quote, please feel free to write down your solution.
The problem with your question is that you are assuming that there is just one index for a particular exchange. Whilst there may well be a particular index that is dominant (eg. for stocks primarily traded on the London Stock Exchange, the FTSE 100 might be considered the main index; similarly for the NYSE it would be the Dow Jones Industrial Average) other exchanges may have a less clear leader in their collection of associated indicies (eg. for the Australian Stock Exchange, the S&P/ASX 200 and the All Ordinaries index are both frequently quoted side-by-side in the evening broadcast news).
Symbology of stocks, indicies, option chains, futures, etc is quite a complicated field in financial IT. Many of the symbology standards are backed by a data vendor (eg. Reuters, Bloomberg) and use of their standards requires a commercial license. On the other hand there are other efforts aiming to make symbology more open (Bloomberg themselves are behind one of these efforts).
I'm not familiar with the data sources of the Finance::Quote package you reference, but if you are serious about accessing market data (ie. prepared to pay for it) but don't need the cost/complexity/speed of a solution from Reuters, Bloomberg, etc, you could do alot worse than check out what Xignite offers in the way of market data accessible via web services.
the symbol for the nasdaq composite is "^IXIC". For nyse composite it's "^NYA".
each quote provider might have a different syntax though.
Related
After reading dozens of articles and watching hours of videos, I don't seem to get an answer to a simple question:
Should static data be included in the events of the write/read models?
Let's take the oh-so-common "orders" example.
In all examples you'll likely see something like:
class OrderCreated(Event):
....
class LineAdded(Event):
itemID
itemCount
itemPrice
But in practice, you will also have lots of "static" data (products, locations, categories, vendors, etc).
For example, we have a STATIC products table, with their SKUs, description, etc. But in all examples, the STATIC data is never part of the event.
What I don't understand is this:
Command side: should the STATIC data be included in the event? If so, which data? Should the entire "product" record be included? But a product also has a category and a vendor. Should their data be in the event as well?
Query side: should the STATIC data be included in the model/view? Or can/should it be JOINED with the static table when an actual query is executed.
If static data is NOT part of the event, then the projector cannot add it to the read model, which implies that the query MUST use joins.
If static data IS part of the event, then let's say we change something in the products table (e.g. typo in the item description), this change will not be reflected in the read model.
So, what's the right approach to using static data with ES/CQRS?
Should static data be included in the events of the write/read models?
"It depends".
First thing to note is that ES/CQRS are a distraction from this question.
CQRS is simply the creation of two objects where there was previously only one. -- Greg Young
In other words, CQRS is a response to the idea that we want to make different trade offs when reading information out of a system than when writing information into the system.
Similarly, ES just means that the data model should be an append only sequence of immutable documents that describe changes of information.
Storing snapshots of your domain entities (be that a single document in a document store, or rows in a relational database, or whatever) has to solve the same problems with "static" data.
For data that is truly immutable (the ratio of a circle's circumference and diameter is the same today as it was a billion years ago), pretty much anything works.
When you are dealing with information that changes over time, you need to be aware of the fact that that the answer changes depending on when you ask it.
Consider:
Monday: we accept an order from a customer
Tuesday: we update the prices in the product catalog
Wednesday: we invoice the customer
Thursday: we update the prices in the product catalog
Friday: we print a report for this order
What price should appear in the report? Does the answer change if the revised prices went down rather than up?
Recommended reading: Helland 2015
Roughly, if you are going to need now's information later, then you need to either (a) write the information down now or (b) write down the information you'll need later to look up now's information (ex: id + timestamp).
Furthermore, in a distributed system, you'll need to think about the implications when part of the system is unavailable (ex: what happens if we are trying to invoice, but the product catalog is unavailable? can we cache the data ahead of time?)
Sometimes, this sort of thing can turn into a complete tangle until you discover that you are missing some domain concept (the invoice depends on a price from a quote, not the catalog price) or that you have your service boundaries drawn incorrectly (Udi Dahan talks about this often).
So the "easy" part of the answer is that you should expect time to be a concept you model in your solution. After that, it gets context sensitive very quickly, and discovering the "right" answer may involve investigating subtle questions.
I tried to went through numerous articles trying to understand what should be my first step to incorporate associative analysis (may be Market Basket analysis) into my system. They all go deep into implementation of algorithm but no one talked about how to store data in the first place.
I will really appreciate if someone can give me some start pointers or article links that I can begin with.
The first thing I want to implement is to track user clicks and provide suggestions based on tracked data.
E.g. User clicked on link A and subsequently on link B and link C. I can track this activity with some metadata associated (user, user organization, user role etc.)
I do not want it to be limited only to links. In future, I want to add number of similar usecases into the system and want to make it smart. E.g. If user set specific values for fields A and B, most likely he/she will set value <bla> for field C.
My system may generate several thousand such data points in a day (E.g. user clicks, field selection etc.).
Below are my questions:
How should I store my data? Go SQL or No SQL (I briefly looked into Mongo DB and it looked promising)
What tool should I use to perform the associative analysis? Are there any open source tools I can use?
It depend. Does your data suitable for NoSql databases? To answer this question it's better to read CAP Theorem and it's case studies: https://en.wikipedia.org/wiki/CAP_theorem or http://robertgreiner.com/2014/06/cap-theorem-explained/
. Some time you want Consistency(depending to your data) and Availability => so that it's better to use Relational Databases like Mysql(Try to read case studies and analyse your data to pick the best tools)
There is large number of open source libraries, but in my opinion it's better to first read some concepts and algorithms. Try searching for Apriori,ECLAT, FP-GROWTH Algorithms and get concepts of them. then you can pick a tool or write the code your self. Some usefull tools(depending to your programming language):
Python: https://github.com/asaini/Apriori, https://github.com/enaeseth/python-fp-growth, https://github.com/enaeseth/python-fp-growth/blob/master/fp_growth.py
PHP: https://github.com/sigidhanafi/fp-growth-php
JAVA: https://github.com/goodinges/FP-Growth-Java, http://www.philippe-fournier-viger.com/spmf/
Also you can use Spark: https://spark.apache.org/docs/1.1.1/mllib-guide.html
I am trying to match objects based on predefined user preferences. A simple example would be finding best matching vechicle.
Lets say a user 'Tom' is offered a rented vehicle for travel based on his predefined preferences. In this case, the predefined user preferences will be -
** Pre-defined user preferences for Tom:
PreferredVehicle (Make='ANY', Type='3-wheeler/4-wheeler',
Category='Sedan/Hatchback', AC/Non-AC='AC')
** while the 10 available vehicles are -
Vechile1(Make='Toyota', Type='4-wheeler', Category='Hatchback', AC/Non-AC='AC')
Vechile2(Make='Tata', Type='3-wheeler', Category='Transport', AC/Non-AC='Non-AC')
Vechile3(Make='Honda', Type='4-wheeler', Category='Sedan', AC/Non-AC='AC')
;
;
and so on upto 'Vehicle10'
All I want to do is - choose a vehicle for Tom that best matches his preferences and also probably give him choices in order, i.e. best match first.
Questions I have :
Can this be done with Mahout Taste?
If yes, can someone please point me to some example code where I can start quickly?
A recommender may not be the best tool for the job here, for a few reasons. First, I don't expect that the best answers are all that personal in this domain. If I wanted a Ford Focus, the best alternative you have is likely about the same for most every user. Second, there is not much of a discovery problem here. I'm searching for a vehicle that meets certain needs; I don't particularly want or need to find new and unknown vehicles, like I would for music. Finally you don't have much data per user; I assume most users have never rented before, and very few have even 3+ rentals.
Can you throw this data at a recommender anyway? Sure, try Mahout Taste (I'm the author). If you have the book Mahout in Action it will walk you through it. Since it's non-rating data, I can also recommend the successor project, Myrrix (http://myrrix.com) as it will be easier to set up and run. You can at least evaluate the results to see if it's anywhere near useful.
Either way, your work will just be to make a CSV file of "userID,vehicleID" pairs from your data and feed it in. Then it will give you vehicle IDs as recommendations for any user ID.
But, I imagine you will do much better to analyze what people picked when the car wasn't available, and look at the difference, and learn which attributes they are most and least likely to be sacrificed, and learn to score the alternatives that way. This is entirely feasible since this data set is small, and because you have rich item attribute data.
I am working with some really large databases of newspaper articles, I have them in a MySQL database, and I can query them all.
I am now searching for ways to help me tag these articles with somewhat descriptive tags.
All these articles is accessible from a URL that looks like this:
http://web.site/CATEGORY/this-is-the-title-slug
So at least I can use the category to figure what type of content that we are working with. However, I also want to tag based on the article-text.
My initial approach was doing this:
Get all articles
Get all words, remove all punctuation, split by space, and count them by occurrence
Analyze them, and filter common non-descriptive words out like "them", "I", "this", "these", "their" etc.
When all the common words was filtered out, the only thing left is words that is tag-worthy.
But this turned out to be a rather manual task, and not a very pretty or helpful approach.
This also suffered from the problem of words or names that are split by space, for example if 1.000 articles contains the name "John Doe", and 1.000 articles contains the name of "John Hanson", I would only get the word "John" out of it, not his first name, and last name.
Automatically tagging articles is really a research problem and you can spend a lot of time re-inventing the wheel when others have already done much of the work. I'd advise using one of the existing natural language processing toolkits like NLTK.
To get started, I would suggest looking at implementing a proper Tokeniser (much better than splitting by whitespace), and then take a look at Chunking and Stemming algorithms.
You might also want to count frequencies for n-grams, i.e. a sequences of words, instead of individual words. This would take care of "words split by a space". Toolkits like NLTK have functions in-built for this.
Finally, as you iteratively improve your algorithm, you might want to train on a random subset of the database and then try how the algorithm tags the remaining set of articles to see how well it works.
You should use a metric such as tf-idf to get the tags out:
Count the frequency of each term per document. This is the term frequency, tf(t, D). The more often a term occurs in the document D, the more important it is for D.
Count, per term, the number of documents the term appears in. This is the document frequency, df(t). The higher df, the less the term discriminates among your documents and the less interesting it is.
Divide tf by the log of df: tfidf(t, D) = tf(t, D) / log(df(D) + 1).
For each document, declare the top k terms by their tf-idf score to be the tags for that document.
Various implementations of tf-idf are available; for Java and .NET, there's Lucene, for Python there's scikits.learn.
If you want to do better than this, use language models. That requires some knowledge of probability theory.
Take a look at Kea. It's an open source tool for extracting keyphrases from text documents.
Your problem has also been discussed many times at http://metaoptimize.com/qa:
http://metaoptimize.com/qa/questions/1527/what-are-some-good-toolkits-to-get-lda-like-tagging-of-my-documents
http://metaoptimize.com/qa/questions/1060/tag-analysis-for-document-recommendation
If I understand your question correctly, you'd like to group the articles into similarity classes. For example, you might assign article 1 to 'Sports', article 2 to 'Politics', and so on. Or if your classes are much finer-grained, the same articles might be assigned to 'Dallas Mavericks' and 'GOP Presidential Race'.
This falls under the general category of 'clustering' algorithms. There are many possible choices of such algorithms, but this is an active area of research (meaning it is not a solved problem, and thus none of the algorithms are likely to perform quite as well as you'd like).
I'd recommend you look at Latent Direchlet Allocation (http://en.wikipedia.org/wiki/Latent_Dirichlet_allocation) or 'LDA'. I don't have personal experience with any of the LDA implementations available, so I can't recommend a specific system (perhaps others more knowledgeable than I might be able to recommend a user-friendly implementation).
You might also consider the agglomerative clustering implementations available in LingPipe (see http://alias-i.com/lingpipe/demos/tutorial/cluster/read-me.html), although I suspect an LDA implementation might prove somewhat more reliable.
A couple questions to consider while you're looking at clustering systems:
Do you want to allow fractional class membership - e.g. consider an article discussing the economic outlook and its potential effect on the presidential race; can that document belong partly to the 'economy' cluster and partly to the 'election' cluster? Some clustering algorithms allow partial class assignment and some do not
Do you want to create a set of classes manually (i.e., list out 'economy', 'sports', ...), or do you prefer to learn the set of classes from the data? Manual class labels may require more supervision (manual intervention), but if you choose to learn from the data, the 'labels' will likely not be meaningful to a human (e.g., class 1, class 2, etc.), and even the contents of the classes may not be terribly informative. That is, the learning algorithm will find similarities and cluster documents it considers similar, but the resulting clusters may not match your idea of what a 'good' class should contain.
Your approach seems sensible and there are two ways you can improve the tagging.
Use a known list of keywords/phrases for your tagging and if the count of the instances of this word/phrase is greater than a threshold (probably based on the length of the article) then include the tag.
Use a part of speech tagging algorithm to help reduce the article into a sensible set of phrases and use a sensible method to extract tags out of this. Once you have the articles reduced using such an algorithm, you would be able to identify some good candidate words/phrases to use in your keyword/phrase list for method 1.
If the content is an image or video, please check out the following blog article:
http://scottge.net/2015/06/30/automatic-image-and-video-tagging/
There are basically two approaches to automatically extract keywords from images and videos.
Multiple Instance Learning (MIL)
Deep Neural Networks (DNN), Recurrent Neural Networks (RNN), and the variants
In the above blog article, I list the latest research papers to illustrate the solutions. Some of them even include demo site and source code.
If the content is a large text document, please check out this blog article:
Best Key Phrase Extraction APIs in the Market
http://scottge.net/2015/06/13/best-key-phrase-extraction-apis-in-the-market/
Thanks, Scott
Assuming you have pre-defined set of tags, you can use the Elasticsearch Percolator API like this answer suggests:
Elasticsearch - use a "tags" index to discover all tags in a given string
Are you talking about the name-entity recognition ? if so, Anupam Jain is right. it;s research problem with using deep learning & CRF. In 2017, the name-entity recognition problem is force on semi-surprise learning technology.
The below link is related ner of paper:
http://ai2-website.s3.amazonaws.com/publications/semi-supervised-sequence.pdf
Also, The below link is key-phase extraction on twitter:
http://jkx.fudan.edu.cn/~qzhang/paper/keyphrase.emnlp2016.pdf
I am curious what are the methods / approaches to overcome the "cold start" problem where when a new user or an item enters the system, due to lack of info about this new entity, making recommendation is a problem.
I can think of doing some prediction based recommendation (like gender, nationality and so on).
You can cold start a recommendation system.
There are two type of recommendation systems; collaborative filtering and content-based. Content based systems use meta data about the things you are recommending. The question is then what meta data is important? The second approach is collaborative filtering which doesn't care about the meta data, it just uses what people did or said about an item to make a recommendation. With collaborative filtering you don't have to worry about what terms in the meta data are important. In fact you don't need any meta data to make the recommendation. The problem with collaborative filtering is that you need data. Before you have enough data you can use content-based recommendations. You can provide recommendations that are based on both methods, and at the beginning have 100% content-based, then as you get more data start to mix in collaborative filtering based.
That is the method I have used in the past.
Another common technique is to treat the content-based portion as a simple search problem. You just put in meta data as the text or body of your document then index your documents. You can do this with Lucene & Solr without writing any code.
If you want to know how basic collaborative filtering works, check out Chapter 2 of "Programming Collective Intelligence" by Toby Segaran
Maybe there are times you just shouldn't make a recommendation? "Insufficient data" should qualify as one of those times.
I just don't see how prediction recommendations based on "gender, nationality and so on" will amount to more than stereotyping.
IIRC, places such as Amazon built up their databases for a while before rolling out recommendations. It's not the kind of thing you want to get wrong; there are lots of stories out there about inappropriate recommendations based on insufficient data.
Working on this problem myself, but this paper from microsoft on Boltzmann machines looks worthwhile: http://research.microsoft.com/pubs/81783/gunawardana09__unified_approac_build_hybrid_recom_system.pdf
This has been asked several times before (naturally, I cannot find those questions now :/, but the general conclusion was it's better to avoid such recommendations. In various parts of the worls same names belong to different sexes, and so on ...
Recommendations based on "similar users liked..." clearly must wait. You can give out coupons or other incentives to survey respondents if you are absolutely committed to doing predictions based on user similarity.
There are two other ways to cold-start a recommendation engine.
Build a model yourself.
Get your suppliers to fill in key information to a skeleton model. (Also may require $ incentives.)
Lots of potential pitfalls in all of these, which are too common sense to mention.
As you might expect, there is no free lunch here. But think about it this way: recommendation engines are not a business plan. They merely enhance the business plan.
There are three things needed to address the Cold-Start Problem:
The data must have been profiled such that you have many different features (with product data the term used for 'feature' is often 'classification facets'). If you don't properly profile data as it comes in the door, your recommendation engine will stay 'cold' as it has nothing with which to classify recommendations.
MOST IMPORTANT: You need a user-feedback loop with which users can review the recommendations the personalization engine's suggestions. For example, Yes/No button for 'Was This Suggestion Helpful?' should queue a review of participants in one training dataset (i.e. the 'Recommend' training dataset) to another training dataset (i.e. DO NOT Recommend training dataset).
The model used for (Recommend/DO NOT Recommend) suggestions should never be considered to be a one-size-fits-all recommendation. In addition to classifying the product or service to suggest to a customer, how the firm classifies each specific customer matters too. If functioning properly, one should expect that customers with different features will get different suggestions for (Recommend/DO NOT Recommend) in a given situation. That would the 'personalization' part of personalization engines.