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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Bibliographic Details
Corporate Author:	ebrary, Inc
Other Authors:	Györfi, László, Ottucsák, György, Walk, Harro, 1939-
Format:	eBook
Language:	English
Published:	London : Imperial College Press; [2012]
Series:	Advances in computer science and engineering. Texts ; v. 8.
Subjects:	Financial engineering > Data processing. Machine learning. Investments > Data processing. Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

On the history of the growth-optimal portfolio / M.M. Christensen
Empirical log-optimal portfolio selections : a survey / L. Györfi, Gy. Ottucsák, and A. Urbán
Log-optimal portfolio-selection strategies with proportional transaction costs / L. Györfi and H. Walk
Growth-optimal portfolio selection with short selling and leverage / M. Horváth and A. Urbán
Nonparametric sequential prediction of stationary time series / L. Györfi and Gy. Ottucsák
Empirical pricing American put options / L. Györfi and A. Telcs.