Machine learning for financial engineering:

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...

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Bibliographic Details
Main Authors: Györfi, László (Author), Ottucsak, György (Author), Walk, Harro 1939- (Author)
Format: Electronic eBook
Language:English
Published: London Imperial College Press [2012]
Singapore World Scientific
Series:Advances in computer science and engineering: texts volume 8
Subjects:
Online Access:FHN01
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Summary: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 engineering
Physical Description:1 Online-Ressource (ix, 250 Seiten) Illustrationen
ISBN:9781848168145

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