Expert Trading Systems: Modeling Financial Markets with Kernel Regression
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Language: English
Published by Wiley, 2000
- Hardcover
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- Title
- Expert Trading Systems: Modeling Financial Markets with Kernel Regression
- Author
- Wolberg, John R.
- Publisher
- Wiley
- Publication year
- 2000
- Condition
- very_good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0471345083
- ISBN 13
- 9780471345084
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.
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.
"Synopsis" may belong to another edition of this title.
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.
"About the title" may belong to another edition of this title.
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