Paperback, [PU: LAP Lambert Academic Publishing], In the first part of the book practical algorithms for building optimal trading strategies are constructed. Both non-restricted and risk-… Altro …
Paperback, [PU: LAP Lambert Academic Publishing], In the first part of the book practical algorithms for building optimal trading strategies are constructed. Both non-restricted and risk-adjusted (Sterling ratio and Sharp ratio) trading strategies are considered. Constructed optimal trading strategies can be used as training dataset for the AI application. In the next part of the book one particular type of Machine Learning - finding optimal linear separators - is considered, and combinatorial deterministic algorithm for computing minimum linear separator set in 2 dimensions is given. In the last part of the book presented efficient algorithms for preventing overfitting. Shape constrained regression is an accepted methodology to deal with overfitting. Algorithms for nonparametric shape constrained regression in the form of isotonic and unimodal regressions are given., Business & Management<
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Victor Boyarshinov: Machine Learning In Computational Finance: Practical algorithms for building artificial intelligence applications - edizione con copertina flessibile
[EAN: 9783659118890], [SC: 2.99], [PU: LAP LAMBERT Academic Publishing], MACHINE LEARNING IN COMPUTATIONAL FINANCE: PRACTIC LAP LAMBERT ACADEMIC PUBLISHING VICTOR BOYARSHINOV, 177 Gramm.,… Altro …
[EAN: 9783659118890], [SC: 2.99], [PU: LAP LAMBERT Academic Publishing], MACHINE LEARNING IN COMPUTATIONAL FINANCE: PRACTIC LAP LAMBERT ACADEMIC PUBLISHING VICTOR BOYARSHINOV, 177 Gramm., Books<
Victor Boyarshinov: Machine Learning In Computational Finance: Practical algorithms for building artificial intelligence applications - edizione con copertina flessibile
Paperback, [PU: LAP Lambert Academic Publishing], In the first part of the book practical algorithms for building optimal trading strategies are constructed. Both non-restricted and risk-… Altro …
Paperback, [PU: LAP Lambert Academic Publishing], In the first part of the book practical algorithms for building optimal trading strategies are constructed. Both non-restricted and risk-adjusted (Sterling ratio and Sharp ratio) trading strategies are considered. Constructed optimal trading strategies can be used as training dataset for the AI application. In the next part of the book one particular type of Machine Learning - finding optimal linear separators - is considered, and combinatorial deterministic algorithm for computing minimum linear separator set in 2 dimensions is given. In the last part of the book presented efficient algorithms for preventing overfitting. Shape constrained regression is an accepted methodology to deal with overfitting. Algorithms for nonparametric shape constrained regression in the form of isotonic and unimodal regressions are given., Business & Management<
2012-04-09. Good. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. May be re-issue. May be ex-library. Shippin… Altro …
2012-04-09. Good. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. May be re-issue. May be ex-library. Shipping & Handling by region. Buy with confidence, excellent customer service!, 2012-04-09, 2.5<
Victor Boyarshinov: Machine Learning In Computational Finance: Practical algorithms for building artificial intelligence applications - edizione con copertina flessibile
[EAN: 9783659118890], [SC: 2.99], [PU: LAP LAMBERT Academic Publishing], MACHINE LEARNING IN COMPUTATIONAL FINANCE: PRACTIC LAP LAMBERT ACADEMIC PUBLISHING VICTOR BOYARSHINOV, 177 Gramm.,… Altro …
[EAN: 9783659118890], [SC: 2.99], [PU: LAP LAMBERT Academic Publishing], MACHINE LEARNING IN COMPUTATIONAL FINANCE: PRACTIC LAP LAMBERT ACADEMIC PUBLISHING VICTOR BOYARSHINOV, 177 Gramm., Books<
Victor Boyarshinov: Machine Learning In Computational Finance: Practical algorithms for building artificial intelligence applications - edizione con copertina flessibile
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In the first part of the book practical algorithms for building optimal trading strategies are constructed. Both non-restricted and risk-adjusted (Sterling ratio and Sharp ratio) trading strategies are considered. Constructed optimal trading strategies can be used as training dataset for the AI application. In the next part of the book one particular type of Machine Learning - finding optimal linear separators - is considered, and combinatorial deterministic algorithm for computing minimum linear separator set in 2 dimensions is given. In the last part of the book presented efficient algorithms for preventing overfitting. Shape constrained regression is an accepted methodology to deal with overfitting. Algorithms for nonparametric shape constrained regression in the form of isotonic and unimodal regressions are given.
Informazioni dettagliate del libro - Machine Learning In Computational Finance: Practical algorithms for building artificial intelligence applications
EAN (ISBN-13): 9783659118890 ISBN (ISBN-10): 3659118893 Copertina rigida Copertina flessibile Anno di pubblicazione: 2012 Editore: LAP LAMBERT Academic Publishing
Libro nella banca dati dal 2008-08-13T17:53:50+02:00 (Rome) Pagina di dettaglio ultima modifica in 2024-01-31T14:42:07+01:00 (Rome) ISBN/EAN: 3659118893
ISBN - Stili di scrittura alternativi: 3-659-11889-3, 978-3-659-11889-0 Stili di scrittura alternativi e concetti di ricerca simili: Titolo del libro: machine learning, applications finance
