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Machine Learning for Financial Engineering: Advances in Computer Science and Engineering: Texts, cartea 08

Autor Laszlo Gyorfi, Gyorgy Ottucsak, Harro Walk
en Limba Engleză Hardback – 13 mar 2012
Investigates algorithmic methods based on machine learning in order to design sequential investment strategies for financial markets. This title is suitable for researchers and graduate students in computer science, finance, statistics, mathematics, and engineering.
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Specificații

ISBN-13: 9781848168138
ISBN-10: 1848168136
Pagini: 250
Dimensiuni: 152 x 229 x 20 mm
Greutate: 0.5 kg
Editura: Imperial College Press
Seria Advances in Computer Science and Engineering: Texts


Cuprins

On the History of the Growth Optimal Portfolio (M M Christensen); Empirical Log-Optimal Portfolio Selections: A Survey (L Gyorfi et al.); Log-Optimal Portfolio Selection with Proportional Transaction Costs (L Gyorfi & H Walk); Log-Optimal Portfolio with Short Selling and Leverage (M Horvath & A Urban); Nonparametric Sequential Prediction of Stationary Time Series (L Gyorfi & G Ottuscak); Empirical Pricing American Put Options (L Gyorfi & A Telcs).