Expert Trading Systems : Modeling Financial Markets with Kernel Regression

John R Wolberg

ISBN 10: 0471345083 / ISBN 13: 9780471345084

Published by Wiley Jan 2000, 2000

About this Item

Neuware - Mittlerweile gibt es eine regelrechte Flut von Computerprogrammen, mit deren Hilfe man die Richtung der Marktentwicklung vorhersagen kann. Deshalb greifen immer mehr professionelle Händler und versierte Privatanleger zu mathematischen Modellen, um Prognosesysteme zu entwickeln. Die Kernel Regression ist eine beliebte Technik zur Erstellung von Datenmodellen, die rasch zu brauchbaren Ergebnissen führt. Dieses Buch führt Sie ein in die Methodik zur Erstellung von Datenmodellen, die für die Entwicklung von Handelssystemen wichtig sind. Darüber hinaus wird detailliert erläutert, wie man die Bedeutung der erzielten Ergebnisse bestimmt und bewertet.

Seller Inventory # 9780471345084

Bibliographic Details

• Title: Expert Trading Systems : Modeling Financial Markets with Kernel Regression
• Publisher: Wiley Jan 2000
• Publication Date: 2000
• Language: English
• ISBN 10: 0471345083
• ISBN 13: 9780471345084
• Binding: Buch
• Condition: Neu
• Dimensions: 235W x 157H x 20D millimeters 235 millimeters width by 157 millimeters height by 20 millimeters depth
• Weight: 573 grams

About this title

Synopsis

With the proliferation of computer programs to predict market direction, professional traders and sophisticated individual investors have increasingly turned to mathematical modeling to develop predictive systems. Kernel regression is a popular data modeling technique that can yield useful results fast.

Provides data modeling methodology used to develop trading systems.
* Shows how to design, test, and measure the significance of results

John R. Wolberg (Haifa, Israel) is professor of mechanical engineering at the Haifa Institute in Israel. He does research and consulting in data modeling in the financial services area.

About the Author

JOHN R. WOLBERG, PhD, is a professor of mechanical engineering at the Technion-Israel Institute of Technology in Haifa, Israel. An expert in financial data modeling, he does research and consulting for leading financial institutions, and has worked with some of the pioneers of computerized trading. Dr. Wolberg holds a bachelor's degree in mechanical engineering from Cornell University and a PhD in nuclear engineering from MIT.