Machine Learning In Computational Finance: Practical algorithms for building artificial intelligence applications

Boyarshinov, Victor

ISBN 10: 3659118893 / ISBN 13: 9783659118890

Published by LAP LAMBERT Academic Publishing, 2012

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Seller Inventory # I-9783659118890

Bibliographic Details

Title: Machine Learning In Computational Finance: ...

Publisher: LAP LAMBERT Academic Publishing

Publication Date: 2012

Binding: Soft cover

Condition: New

About this title

Synopsis:

In the first part of the book practical algorithms for building optimal trading strategies are constructed. Both non-restricted and risk-adjusted (Sterling ratio and Sharp ratio) trading strategies are considered. Constructed optimal trading strategies can be used as training dataset for the AI application. In the next part of the book one particular type of Machine Learning - finding optimal linear separators - is considered, and combinatorial deterministic algorithm for computing...

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