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Online Portfolio Selection: Principles and Algorithms

Online Portfolio Selection: Principles and Algorithms

Paperback

Investing & FinanceGeneral ComputersProbability & Statistics

ISBN10: 1138894109
ISBN13: 9781138894105
Publisher: CRC Press
Published: Jan 31 2024
Pages: 230
Weight: 0.73
Height: 0.49 Width: 6.14 Depth: 9.21
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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Probability & Statistics