Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading

[Рекс]

Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading applies machine learning to financial market monitoring and algorithmic trading. Directional Change is a new way of summarising price changes in the market. Instead of sampling prices at fixed intervals (such as daily closing in time series), it samples prices whe...

Зарегистрируйтесь или войдите в свой аккаунт для просмотра данного контента на newskladchik.com

Что бы скачать данную тему на сайте newskladchik.com. Нужно оформить Подписку в своем профиле, https://newskladchik.com/account/upgrades