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Online Portfolio Selection

By: USA) Li LA Bin (Louisiana State University (Author) , Singapore) Hoi Steven Chu Hong (Singapore Management University (Author)

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Ksh 40,800.00

Format: Hardback or Cased Book

ISBN-13: 9781482249637

Publisher: Taylor & Francis Inc

Publication Date: Nov 5th, 2015

Weight: 504 grams

Dimension: 16.40 x 24.60 x 1.80 cms

Category: Investment & securities

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This book investigates the OLPS problem. The authors unveil four innovative algorithms based on the cutting edge machine learning techniques and also detail a powerful trading simulation tools. The book includes MATLAB (R) code for simulation trading systems that use historical data to evaluate the performance of trading strategies.

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