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...
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| Other Authors: | , , |
| Format: | eBook |
| Language: | English |
| Published: |
London :
Imperial College Press;
[2012]
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| Series: | Advances in computer science and engineering. Texts ;
v. 8. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| 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. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (ix, 250 pages) |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 1848168144 (electronic bk.) 9781848168145 (electronic bk.) |