Machine Learning for Financial Engineeri (English, Laszlo Gyorfi | Gyorgy Ottucsak | Harro Walk)
by Laszlo Gyorfi | Gyorgy Ottucsak | Harro Walk
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Book Details
Publisher
Imperial College Press
Language
English
ISBN-13
9781848168138
ISBN-10
1848168136
Author
Laszlo Gyorfi | Gyorgy Ottucsak | Harro Walk
About the Book
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-co…
ISBN: 9781848168138
ISBN-13: 9781848168138
ISBN-10: 1848168136
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Product ID: isbn-9781848168138
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