Machine Learning For Financial Engineering

Inbunden, Engelska, 2012

Del 8 i serien Advances in Computer Science and Engineering: Texts

1 299 kr

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Beskrivning

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.

Produktinformation

Utgivningsdatum:2012-03-16
Mått:157 x 232 x 19 mm
Vikt:506 g
Format:Inbunden
Språk:Engelska
Serie:Advances in Computer Science and Engineering: Texts
Antal sidor:260
Förlag:Imperial College Press
ISBN:9781848168138

Utforska kategorier

Systemvetenskap och AI inom Data och IT
Finansiering inom Ekonomi och Ledarskap

Innehållsförteckning

On the History of the Growth Optimal Portfolio (M M Christensen); Empirical Log-Optimal Portfolio Selections: A Survey (L Gyorfi et al.); Log-Optimal Portfolio Selection with Proportional Transaction Costs (L Gyorfi & H Walk); Log-Optimal Portfolio with Short Selling and Leverage (M Horvath & A Urban); Nonparametric Sequential Prediction of Stationary Time Series (L Gyorfi & G Ottuscak); Empirical Pricing American Put Options (L Gyorfi & A Telcs).