Detecting regime change in computational finance: data science, machine learning and algorithmic trading
Auteur :
Chen, Jun / Tsang, Edward P K
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367540951
Date de publication :
30 mai 2022
Dimensions :
23,4 x 15,6 cm
Poids :
300 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, this book applies machine learning to financial market monitoring and algorithmic trading.