Machine Learning for Financial Engineering.

Mostrar otras versiones (1)

This volume investigates algorithmic methods based on machine learning in order to design sequential investment strategies for financial markets. Such sequential investment strategies use information collected from the market's past and determine, at the beginning of a trading period, a portfol...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Gyorfi, Laszlo
Otros Autores: Ottucsak, Gyorgy, Walk, Harro
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore : World Scientific, 2012.
Colección:Advances in computer science and engineering. Texts.
Temas:
Financial engineering > Data processing.
Machine learning.
Investments > Data processing.
Ingénierie financière > Informatique.
Apprentissage automatique.
Investissements > Informatique.
COMPUTERS > Enterprise Applications > Business Intelligence Tools.
COMPUTERS > Intelligence (AI) & Semantics.
Investments > Data processing
Machine learning
Acceso en línea:Texto completo
Descripción
Sumario:This volume investigates algorithmic methods based on machine learning in order to design sequential investment strategies for financial markets. Such sequential investment strategies use information collected from the market's past and determine, at the beginning of a trading period, a portfolio; that is, a way to invest the currently available capital among the assets that are available for purchase or investment. The aim is to produce a self-contained text intended for a wide audience, including researchers and graduate students in computer science, finance, statistics, mathematics, and eng.
Notas:5.4. Universally Consistent Predictions: Unbounded Y.
Descripción Física:1 online resource (261 pages)
ISBN:9781848168145
1848168144

Ejemplares similares