Compartir
Artificial Intelligence for Financial Markets: The Polymodel Approach (en Inglés)
Thomas Barrau
(Autor)
·
Raphael Douady
(Autor)
·
Springer
· Tapa Dura
Artificial Intelligence for Financial Markets: The Polymodel Approach (en Inglés) - Barrau, Thomas ; Douady, Raphael
$ 132.62
$ 139.99
Ahorras: $ 7.37
Elige la lista en la que quieres agregar tu producto o crea una nueva lista
✓ Producto agregado correctamente a la lista de deseos.
Ir a Mis ListasSe enviará desde nuestra bodega entre el
Viernes 10 de Mayo y el
Lunes 13 de Mayo.
Lo recibirás en cualquier lugar de Estados Unidos entre 1 y 3 días hábiles luego del envío.
Reseña del libro "Artificial Intelligence for Financial Markets: The Polymodel Approach (en Inglés)"
This book introduces the novel artificial intelligence technique of polymodels and applies it to the prediction of stock returns. The idea of polymodels is to describe a system by its sensitivities to an environment, and to monitor it, imitating what a natural brain does spontaneously. In practice this involves running a collection of non-linear univariate models. This very powerful standalone technique has several advantages over traditional multivariate regressions. With its easy to interpret results, this method provides an ideal preliminary step towards the traditional neural network approach. The first two chapters compare the technique with other regression alternatives and introduces an estimation method which regularizes a polynomial regression using cross-validation. The rest of the book applies these ideas to financial markets. Certain equity return components are predicted using polymodels in very different ways, and a genetic algorithm is described which combines these different predictions into a single portfolio, aiming to optimize the portfolio returns net of transaction costs. Addressed to investors at all levels of experience this book will also be of interest to both seasoned and non-seasoned statisticians.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
Todos los libros de nuestro catálogo son Originales.
El libro está escrito en Inglés.
La encuadernación de esta edición es Tapa Dura.
✓ Producto agregado correctamente al carro, Ir a Pagar.