JR Wolberg
Expert Trading Systems – Modeling Financial Markets with Kernel Regression
Modeling Financial Markets with Kernel Regression
Gebonden Engels 2000 9780471345084
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
With the proliferation of computer programs to predict market direction, professional traders and sophisticated individual investors have increasingly turned to mathematical modeling to develop predictive systems. Kernel regression is a popular data modeling technique that can yield useful results fast.
Provides data modeling methodology used to develop trading systems.
∗ Shows how to design, test, and measure the significance of results
John R. Wolberg (Haifa, Israel) is professor of mechanical engineering at the Haifa Institute in Israel. He does research and consulting in data modeling in the financial services area.
Specificaties
ISBN13:9780471345084
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:236
Uitgever:John Wiley & Sons
Hoofdrubriek:Financieel management, Financieel management
Serie:Wiley Trading
Lezersrecensies
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Inhoudsopgave
Data Modeling of Time Series.
<br />
<br /> Kernel Regression.
<br />
<br /> High–Performance Kernel Regression.
<br />
<br /> Kernel Regression Software Performance.
<br />
<br /> Modeling Strategies.
<br />
<br /> Creating Trading Systems.
<br />
<br /> Appendices.
<br />
<br /> Bibliography.
<br />
<br /> Index.
<br />
<br /> Kernel Regression.
<br />
<br /> High–Performance Kernel Regression.
<br />
<br /> Kernel Regression Software Performance.
<br />
<br /> Modeling Strategies.
<br />
<br /> Creating Trading Systems.
<br />
<br /> Appendices.
<br />
<br /> Bibliography.
<br />
<br /> Index.
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