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Online Portfolio Selection: Principles and Algorithms

Online Portfolio Selection: Principles and Algorithms

Hardcover

Investing & FinanceGeneral ComputersProbability & Statistics

ISBN10: 1482249634
ISBN13: 9781482249637
Publisher: CRC Press
Published: Nov 5 2015
Pages: 230
Weight: 1.15
Height: 0.70 Width: 6.10 Depth: 9.30
Language: English
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(R) code for simulation trading systems that use historical data to evaluate the performance of trading strategies.

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