Online Portfolio Selection: Principles and Algorithms (Bog, Hardback, Engelsk) af Bin (Wuhan University Li

Online Portfolio Selection: Principles and Algorithms

(Bog, Hardback, Engelsk)
Forfattere: Bin (Wuhan University Li, Steven Chu Hong (Singapore Management University) Hoi

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Beskrivelse

This book investigates the OLPS problem. The authors unveil four innovative algorithms based on the cutting edge machine learning techniques and also detail a powerful trading simulation tools. The book includes MATLAB® code for simulation trading systems that use historical data to evaluate the performance of trading strategies.

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Alle detaljer

Forlag Taylor & Francis Inc
Forfattere Bin (Wuhan University Li, Steven Chu Hong (Singapore Management University) Hoi
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 05-11-2015
Første udgivelsesår 2015
Illustrationer 26 Tables, black and white; 22 Illustrations, black and white
Originalsprog United States
Sideantal 230
Indbinding Hardback
Forlag Taylor & Francis Inc
Sideoplysninger 230 pages, 26 Tables, black and white; 22 Illustrations, black and white
Mål 164 x 246 x 18
ISBN-13 / EAN-13 9781482249637