Online portfolio selection: principles and algorithms
Auteur :
Li, Bin / Hoi, Steven Chu Hong
Éditeur :
Taylor & Francis Inc
ISBN :
9781482249637
Date de publication :
5 nov. 2015
Dimensions :
23,4 x 15,6 cm
Poids :
500 g
Langue :
Anglais
Pays d'origine :
USA
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.