Machine Learning for Financial Engineering (Advances in Computer Science and Engineering: Texts) Год выпуска: 2012Автор: Laszlo GyorfiИздательство: Страниц: 250ISBN: 1848168136Описание 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.
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