Machine Learning for Financial Engineering (Hardcover) (ISBN-13: 9781848168138)

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.

Author: Laszlo Gyorfi
ISBN-10: 1848168136
ISBN-13: 9781848168138
Publisher: Imperial College Press
Language: English
Published: 02/29/2012
Pages: 260
Format: Hardcover
Weight: 1.10lbs
Size: 9.00h x 6.00w x 0.80d