Machine Learning for Financial Engineering (Advances in Computer Science and Engineering: Texts)

Gyorfi, Laszlo; Ottucsak, Gyorgy; Walk, Harro

ISBN 10: 1848168136 / ISBN 13: 9781848168138

Published by Imperial College Press, 2012

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Bibliographic Details

• Title: Machine Learning for Financial Engineering (Advances in Computer Science and Engineering: Texts)
• Publisher: Imperial College Press
• Publication Date: 2012
• Language: English
• ISBN 10: 1848168136
• ISBN 13: 9781848168138
• Binding: Hardcover
• Condition: Like New
• Book Type: book

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Synopsis

This volume investigates algorithmic methods based on machine learning in order to design sequential investment strategies for financial markets. Such sequential investment strategies use information collected from the market's past and determine, at the beginning of a trading period, a portfolio; that is, a way to invest the currently available capital among the assets that are available for purchase or investment.The aim is to produce a self-contained text intended for a wide audience, including researchers and graduate students in computer science, finance, statistics, mathematics, and engineering.