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Financial Data Resampling for Machine Learning Based Trading

By: Tome Almeida Borges (Author) , Rui Neves (Author)

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Ksh 11,900.00

Format: Paperback or Softback

ISBN-13: 9783030683788

Publisher: Springer Nature Switzerland AG

Publication Date: Feb 23rd, 2021

Dimension: 23.50 x 15.50 x 45.40 cms

Category: Numerical analysis

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A new method for resampling financial data is presented as alternative to the classical time sampled data commonly used in financial market trading. The new resampling method uses a closing value threshold to resample the data creating a signal better suited for financial trading, thus achieving higher returns without increased risk.

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