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
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
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