MACHINE LEARNING FOR FINANCIAL ENGINEERI

MACHINE LEARNING FOR FINANCIAL ENGINEERI

Forfatter: Gyorfi Laszlo, Ottucsak Gyorgy, Walk Harro
Forlag: World Scientific Publishing Company
Utgivelsesår: 2012
ISBN: 9781848168138

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14 dagers angrerett
Key Features:
  • Covers machine learning algorithms for the aggregation of elementary investment strategies
  • Highlights multi-period and multi-asset trading
  • Focuses on nonparametric estimation of the underlying distributions in the market process

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