Online Portfolio Selection
Bin (Wuhan University, Hubei, China) Li, Steven Chu Hong (Singapore Management University) Hoi
Taylor & Francis Inc, 2015
283,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781482249637
- ISBN-10
- 1482249634
- Publisher
- Taylor & Francis Inc
- Year
- 2015
- Publication date
- 2015-11-05
- Pages
- 230
- Dimensions
- 164x246x18
- Weight
- 504