Machine Learning for Financial Engineering

Machine Learning for Financial Engineering
Author: György Ottucsák
Publisher: World Scientific
Total Pages: 261
Release: 2012
Genre: Business & Economics
ISBN: 1848168136

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Preface v 1 On the History of the Growth-Optimal Portfolio M.M. Christensen 1 2 Empirical Log-Optimal Portfolio Selections: A Survey L. Györfi Gy. Ottucsáak A. Urbán 81 3 Log-Optimal Portfolio-Selection Strategies with Proportional Transaction Costs L. Györfi H. Walk 119 4 Growth-Optimal Portfoho Selection with Short Selling and Leverage M. Horváth A. Urbán 153 5 Nonparametric Sequential Prediction of Stationary Time Series L. Györfi Gy. Ottucsák 179 6 Empirical Pricing American Put Options L. Györfi A. Telcs 227 Index 249.


Machine Learning for Financial Engineering
Language: en
Pages: 261
Authors: György Ottucsák
Categories: Business & Economics
Type: BOOK - Published: 2012 - Publisher: World Scientific

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Preface v 1 On the History of the Growth-Optimal Portfolio M.M. Christensen 1 2 Empirical Log-Optimal Portfolio Selections: A Survey L. Györfi Gy. Ottucsáak A
Advances in Financial Machine Learning
Language: en
Pages: 400
Authors: Marcos Lopez de Prado
Categories: Business & Economics
Type: BOOK - Published: 2018-01-23 - Publisher: John Wiley & Sons

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Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform
Financial Signal Processing and Machine Learning
Language: en
Pages: 312
Authors: Ali N. Akansu
Categories: Technology & Engineering
Type: BOOK - Published: 2016-04-21 - Publisher: John Wiley & Sons

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The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available
Machine Learning and Data Science Blueprints for Finance
Language: en
Pages: 432
Authors: Hariom Tatsat
Categories: Computers
Type: BOOK - Published: 2020-10-01 - Publisher: "O'Reilly Media, Inc."

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Over the next few decades, machine learning and data science will transform the finance industry. With this practical book, analysts, traders, researchers, and
Machine Learning in Finance
Language: en
Pages: 565
Authors: Matthew F. Dixon
Categories: Business & Economics
Type: BOOK - Published: 2020-07-01 - Publisher: Springer Nature

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This book introduces machine learning methods in finance. It presents a unified treatment of machine learning and various statistical and computational discipli