MACHINE LEARNING FOR FINANCIAL ENGINEERING
暫譯: 金融工程的機器學習

Laszlo Gyorfi, Gyorgy Ottucsak, Harro Walk

MACHINE LEARNING FOR FINANCIAL ENGINEERING
  • 出版商: World Scientific Pub
  • 出版日期: 2012-02-29
  • 售價: $3,900
  • 貴賓價: 9.5 折 $3,705
  • 語言: 英文
  • 頁數: 250
  • 裝訂: Hardcover
  • ISBN: 1848168136
  • ISBN-13: 9781848168138
  • 相關分類: Machine Learning

    • 海外代購書籍(需單獨結帳)

相關主題

商品描述

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.

商品描述(中文翻譯)

本卷探討基於機器學習的演算法方法，以設計金融市場的序列投資策略。這些序列投資策略利用從市場過去收集的信息，並在交易期間開始時確定一個投資組合；也就是說，決定如何將當前可用的資本分配到可供購買或投資的資產上。

本書的目標是產出一本自成體系的文本，旨在吸引廣泛的讀者，包括計算機科學、金融、統計學、數學和工程領域的研究人員和研究生。

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