Laszlo Gyorfi & Gyorgy Ottucsak 
Machine Learning For Financial Engineering [PDF ebook] 

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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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Language English ● Format PDF ● Pages 260 ● ISBN 9781848168145 ● File size 2.6 MB ● Editor Laszlo Gyorfi & Gyorgy Ottucsak ● Publisher World Scientific Publishing Company ● City Singapore ● Country SG ● Published 2012 ● Downloadable 24 months ● Currency EUR ● ID 2713114 ● Copy protection Adobe DRM
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