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作者 Gyorfi, Laszlo
書名 Machine Learning for Financial Engineering [electronic resource]
出版項 Singapore : World Scientific, 2012
國際標準書號 9781848168145 (electronic bk.)
1848168144 (electronic bk.)
9781848168138
1848168136
book jacket
說明 1 online resource (261 p.)
系列 Advances in Computer Science and Engineering: Texts
Advances in computer science and engineering. Texts
附註 5.4. Universally Consistent Predictions: Unbounded Y
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
Description based on print version record
主題 Financial engineering -- Data processing
Machine learning
Investments -- Data processing
Electronic books
Alt Author Ottucsak, Gyorgy
Walk, Harro
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