Dekorationsartikel gehören nicht zum Leistungsumfang.
Detecting Regime Change in Computational Finance
Data Science, Machine Learning and Algorithmic Trading
Taschenbuch von Edward P K Tsang (u. a.)

56,50 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Aktuell nicht verfügbar

Kategorien:
Beschreibung

Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis,this book applies machine learning to financial market monitoring and algorithmic trading.

Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis,this book applies machine learning to financial market monitoring and algorithmic trading.

Über den Autor

Jun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.

Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002. He is a Visiting Professor at University of Hong Kong.

Inhaltsverzeichnis
1. Introduction. 2. Background and Literature Survey. 3. Regime Change Detection using Directional Change Indicators. 4. Classification of Normal and Abnormal Regimes in Financial Markets. 5. Tracking Regime Changes using Directional Change Indicators. 6. Algorithmic Trading based on Regime Change Tracking. 7. Conclusion. Appendix A. A Formal Definition of Directional Change. Appendix B. Extended Results of Chapter. 3 Appendix C. Experiment Summary of Chapter. 4 Appendix D. Detected Regime Changes in Chapter.
Details
Erscheinungsjahr: 2022
Fachbereich: Nachrichtentechnik
Genre: Technik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 138
ISBN-13: 9780367540951
ISBN-10: 0367540959
Einband: Kartoniert / Broschiert
Autor: Tsang, Edward P K
Chen, Jun
Hersteller: Taylor & Francis Ltd
Maße: 233 x 153 x 13 mm
Von/Mit: Edward P K Tsang (u. a.)
Erscheinungsdatum: 30.05.2022
Gewicht: 0,268 kg
preigu-id: 120951282
Über den Autor

Jun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.

Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002. He is a Visiting Professor at University of Hong Kong.

Inhaltsverzeichnis
1. Introduction. 2. Background and Literature Survey. 3. Regime Change Detection using Directional Change Indicators. 4. Classification of Normal and Abnormal Regimes in Financial Markets. 5. Tracking Regime Changes using Directional Change Indicators. 6. Algorithmic Trading based on Regime Change Tracking. 7. Conclusion. Appendix A. A Formal Definition of Directional Change. Appendix B. Extended Results of Chapter. 3 Appendix C. Experiment Summary of Chapter. 4 Appendix D. Detected Regime Changes in Chapter.
Details
Erscheinungsjahr: 2022
Fachbereich: Nachrichtentechnik
Genre: Technik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 138
ISBN-13: 9780367540951
ISBN-10: 0367540959
Einband: Kartoniert / Broschiert
Autor: Tsang, Edward P K
Chen, Jun
Hersteller: Taylor & Francis Ltd
Maße: 233 x 153 x 13 mm
Von/Mit: Edward P K Tsang (u. a.)
Erscheinungsdatum: 30.05.2022
Gewicht: 0,268 kg
preigu-id: 120951282
Warnhinweis

Ähnliche Produkte

Ähnliche Produkte