Artificial Intelligence for Financial Markets

Name: Artificial Intelligence for Financial Markets
Brand: Springer Nature Switzerland AG
SKU: 9783030973186
Price: 48799 HUF
Availability: InStock

The Polymodel Approach

Szerző: Thomas Barrau, Raphael Douady

Nyelv:

Kötés: Kemény kötésű

Kiadó: Springer Nature Switzerland AG

Elérhetőség: Beszállítói készleten

Küldés 10-13 napon belül

48 799 Ft

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

Információk a könyvről

Szerző

Thomas Barrau, Raphael Douady

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

2022

oldal

172

EAN

9783030973186

Enbook ID

38633862

Kiadó

Springer Nature Switzerland AG

Súly

453

Méretek

155 x 235 x 16

Teljes leírás

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.

Érdekelheti

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták

Leggyakrabban keresett

Categories

Authors

Publishers

Termékek

Termékek

Leggyakrabban keresett

Categories

Authors

Publishers

Termékek

Termékek

Artificial Intelligence for Financial Markets

The Polymodel Approach

Információk a könyvről

Teljes leírás

Érdekelheti

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták