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...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London, UK
Imperial College Press
[2012]
|
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| 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: | ix, 250 pages illustrations 21 cm |
| Bibliography: | Includes bibliographical references and index |
| ISBN: | 9781848168138 |