ISBN: 9783030973216
Код товара 160528
Artificial Intelligence for Financial Markets
ISBN: 9783030973216
Код товара 160528
12 577 ₽
Ожидается: 1 шт. Дата поступления (ориентировочно): 31.03.2025.
-
Автор
Barrau / Баррау
-
Издатель
Springer
-
Тип обложки
Soft cover
-
Размеры
153 x 234 x 14
-
Год издания
2023
-
Вес (г)
354
-
ISBN
9783030973216
-
Язык
ENG
-
Кол-во страниц
172
О чём книга?
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.
1. Introduction.- 2. Polymodel Theory: An Overview.- 3. Estimation Method: the Linear Non-Linear Mixed Model.- 4. Predictions of Market Returns.- 5. Predictions of Industry Returns.- 6. Predictions of Specific Returns.- 7. Genetic Algorithm-Based Combinat
Похожие книги
изд. 2024
Sujatha, Mohan Nishitha, R Swathi Mohan, Madhuvanthi Color atlas of cornea
- изд. 2024
12 870 ₽
изд. 2024
Schuenke, Michael Schulte, Erik Schumacher, Udo Cass, Wayne Johnson, Nathan General anatomy and musculoskeletal system (thieme atlas of anatomy)
- изд. 2024
An exceptional, beautifully illustrated resource on general anatomy and the musculoskeletal system
Thieme Atlas of Anatomy: General Anatomy and Musculoskeletal System, Fourth Edition, by renowned educators Michael Schuenke, Erik Schulte, and Udo Schumacher, along with consulting editors Wayne Cass and...
14 470 ₽
Подпишись на рассылку
Подпишись на рассылку
Знание — сила
Обещаем делиться новинками, статьями, подборками и всем, что действительно важно
P.S. спамить — не в нашем стиле
1.88 s.
|
s.