Online Portfolio Selection
Principles and Algorithms
This book investigates the OLPS problem. The authors unveil four innovative algorithms based on the cutting edge machine learning techniques and also detail a powerful trading simulation tools. The book includes MATLAB® code for simulation trading systems that use historical data to evaluate the performance of trading strategies.
Specificaties
| ISBN/EAN | 9781138894105 |
| Auteur | Li, Bin (Wuhan University, Hubei, China) |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Paperback / gebrocheerd |
| Pagina's | 230 |
| Lengte | |
| Breedte |