« The Hedge Fund Problem | Main | Microsoft BI and CubeFilesystem »
August 19, 2008
Hedge Fund Problem -2
Sometimes an intractable problem seems so only because it is misclassified. When you take a step back, look at big picture and think it is no longer an issue.
Case to point is a data problem that some hedge fund companies mentioned - how do you define an slowly changing dimension to take care of the issue where there are multiple identification scheme for the same security and each transaction uses one more more of these schemes. These schemes have non trivial many-many relationship with
each other. This is very much a back office problem.
But for Market analysis does it matter? Would storing it as a junk dimension be OK. Can we run association algorithmns on it to group records with different set of security identifiers together into one record as at some level they represent same security. Or in other words would the information contained in grouped security identifiers be enough for analysis. Hmm once we think it became a simple Junk dimension Data Mining problem.
Where the mind is free........
Posted by Vijay at August 19, 2008 9:15 PM
Comments
Simply wish to say your article is as amazing. The clearness in your blog post is simply spectacular and i can assume you are an expert on this subject. Fine with your permission allow me to grab your RSS feed to keep up to date with forthcoming post. Thanks a million and please continue the rewarding work. Kind regards, Noe Vlashi
Posted by: Noe Vlashi at May 13, 2011 10:31 AM
Great – I should certainly pronounce, impressed with your web site. I had no trouble navigating through all tabs and related information ended up being truly easy to do to access. I recently found what I hoped for before you know it in the least. Quite unusual. Is likely to appreciate it for those who add forums or anything, web site theme . a tones way for your client to communicate. Nice task..
Posted by: escort agency at May 16, 2011 3:11 PM
Hello! I just want to give an enormous thumbs up for the great data you’ve gotten here on this post. I will be coming again to your blog for extra soon.
Posted by: Aukcje Alegro at May 16, 2011 8:02 PM
What i do not understood is actually how you're not really much more well-liked than you may be now. You're so intelligent. You realize thus considerably relating to this subject, made me personally consider it from numerous varied angles. Its like men and women aren't fascinated unless it’s one thing to accomplish with Lady gaga! Your own stuffs great. Always maintain it up!
Posted by: London escort at May 16, 2011 11:07 PM
Twitter 
LinkedIn 
YouTube