Machine Learning for Financial Engineering.

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 portfol...

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Bibliographic Details
Main Author: Gyorfi, Laszlo
Other Authors: Ottucsak, Gyorgy, Walk, Harro
Format: eBook
Language:English
Published: Singapore : World Scientific, 2012.
Series:Advances in computer science and engineering. Texts.
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