Bertrand.pt - Detecting Regime Change In Computational Finance

Detecting Regime Change In Computational Finance (eBook)

Data Science, Machine Learning And Algorithmic Trading

de Edward P K Tsang e Jun Chen 

idioma: Inglês
Editor: CRC PRESS
Edição ou reimpressão: setembro de 2020
74,85€
Disponibilidade Imediata
Ebook para ADE

Based on interdisciplinary research into "e;Directional Change"e;, a new data-driven approach to financial data analysis, Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading applies machine learning to financial market monitoring and algorithmic trading. Directional Change is a new way of summarising price changes in the market. Instead of sampling prices at fixed intervals (such as daily closing in time series), it samples prices when the market changes direction ("e;zigzags"e;). By sampling data in a different way, this book lays out concepts which enable the extraction of information that other market participants may not be able to see. The book includes a Foreword by Richard Olsen and explores the following topics:Data science: as an alternative to time series, price movements in a market can be summarised as directional changesMachine learning for regime change detection: historical regime changes in a market can be discovered by a Hidden Markov ModelRegime characterisation: normal and abnormal regimes in historical data can be characterised using indicators defined under Directional ChangeMarket Monitoring: by using historical characteristics of normal and abnormal regimes, one can monitor the market to detect whether the market regime has changedAlgorithmic trading: regime tracking information can help us to design trading algorithmsIt will be of great interest to researchers in computational finance, machine learning and data science.About the AuthorsJun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002.

Detecting Regime Change In Computational Finance
Data Science, Machine Learning And Algorithmic Trading
de Edward P K Tsang e Jun Chen 
ISBN: 9781000220360 Ano de edição ou reimpressão: 09-2020 Editor: CRC PRESS Idioma: Inglês Páginas: 138 Tipo de Produto: eBook Formato: ePUB i Classificação Temática: eBooks  >  eBooks em Inglês  >  Economia, Finanças e Contabilidade  >  Finanças

Sugestões

Path
16,79€
(eBook)
Post Hill Press
Investing In Cannabis
27,54€
WILEY
X
O QUE É O CHECKOUT EXPRESSO?


O ‘Checkout Expresso’ utiliza os seus dados habituais (morada e/ou forma de envio, meio de pagamento e dados de faturação) para que a sua compra seja muito mais rápida. Assim, não tem de os indicar de cada vez que fizer uma compra. Em qualquer altura, pode atualizar estes dados na sua ‘Área de Cliente’.

Para que lhe sobre mais tempo para as suas leituras.