Machine Learning For Financial Engineering
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Growth-Optimal Portfolio
Log-Optimal Portfolio
Sequential Investment Strategies for Financial Markets
Product details
- ISBN 9781848168138
- Publication Date: 16 Mar 2012
- Publisher: Imperial College Press
- Publication City/Country: GB
- Product Form: Hardback
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This volume investigates algorithmic methods based on machine learning in order to design sequential investment strategies for financial markets. Such sequential investment strategies use information collected from the market's past and determine, at the beginning of a trading period, a portfolio; that is, a way to invest the currently available capital among the assets that are available for purchase or investment.The aim is to produce a self-contained text intended for a wide audience, including researchers and graduate students in computer science, finance, statistics, mathematics, and engineering.
