Artificial Intelligence for Financial Markets

Name: Artificial Intelligence for Financial Markets
Brand: Springer, Berlin
SKU: 9783030973216
Price: 103.14 EUR
Availability: InStock

The Polymodel Approach

Автор: Thomas Barrau, Raphael Douady

Език:

Корици: С меки корици

Издател: Springer, Berlin

Наличност: Външен склад

Изпращаме след 5-8 дни

103.14 € 201.73 лв

This book introduces the novel artificial intelligence technique of polymodels and applies it to the...

Информация за книгата

Автор

Thomas Barrau, Raphael Douady

Език

Английски език

Корици

Книга - С меки корици

Издадена

2023

страници

172

EAN

9783030973216

Enbook ID

43360368

Издател

Springer, Berlin

Теглоt

354

Размери

155 x 235

Пълно описание

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.

Може също да ви хареса

Клиенти, които купиха тази книга, купиха също

Най-често търсени

Categories

Authors

Publishers

Продукти

Продукти

Най-често търсени

Categories

Authors

Publishers

Продукти

Продукти

Artificial Intelligence for Financial Markets

The Polymodel Approach

Информация за книгата

Пълно описание

Може също да ви хареса

Клиенти, които купиха тази книга, купиха също