Time Series in Finance: the array database approach


Prof. Dennis Shasha
Courant Institute of Mathematical Sciences
Department of Computer Science
New York University
shasha@cs.nyu.edu
http://cs.nyu.edu/cs/faculty/shasha/index.html


Outline


Scenario


So, What's the Database Problem?


What Are Time Series


Operations on Time Series Data


Data Preparation


Forecasting


Steps in a Typical FAME Session


KDB


Two of our Challenge Queries using Vectors


Very Large Databases in KDB



References for Time Series



Books on Time Series for Computer Scientists


Appendix: Informal Review of Statistical Concepts

Thank you for your attention.