Articles liés à Financial Data Resampling for Machine Learning Based...
Financial Data Resampling for Machine Learning Based Trading: Application to Cryptocurrency Markets - Couverture souple
Synopsis
This book presents a system that combines the expertise of four algorithms, namely Gradient Tree Boosting, Logistic Regression, Random Forest and Support Vector Classifier to trade with several cryptocurrencies. 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. The performance of the algorithm with the new resampling method and the classical time sampled data are compared and the advantages of using the system developed in this work are highlighted.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Tomé Almeida Borges is a data scientist at Santander Portugal since December 2019. He received the master's degree in Electrical and Computer Engineering from Instituto Superior Técnico, Technical University of Lisbon, Portugal, in 2019. His research activity is focused on pattern recognition and data resampling methods of financial markets.
Rui Ferreira Neves is a professor at Instituto Superior Técnico since 2005. He received the Diploma in Engineering and the Ph.D. degrees in Electrical and Computer Engineering from the Instituto Superior Técnico, Technical University of Lisbon, Portugal, in 1993 and 2001, respectively. In 2006, he joined Instituto de Telecomunicações (IT) as a research associate. His research activity deals with evolutionary computation and pattern matching applied to the financial markets, sensor networks, embedded systems and mixed signal integrated circuits. He uses both fundamental, technical and pattern matching indicators to find the evolutionof the financial markets.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Acheter neuf
Afficher cet article
EUR 34,30
EUR 11 expédition depuis Royaume-Uni vers France
Destinations, frais et délais
Résultats de recherche pour Financial Data Resampling for Machine Learning Based...
Image d'archives
Financial Data Resampling for Machine Learning Based Trading: Application to Cryptocurrency Markets (SpringerBriefs in Applied Sciences and Technology)
Vendeur : Chiron Media, Wallingford, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : New. N° de réf. du vendeur 6666-IUK-9783030683788
Quantité disponible : 10 disponible(s)
Image d'archives
Financial Data Resampling for Machine Learning Based Trading
Vendeur : Romtrade Corp., STERLING HEIGHTS, MI, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. N° de réf. du vendeur ABNR-279923
Quantité disponible : 1 disponible(s)
Image d'archives
Financial Data Resampling for Machine Learning Based Trading
Vendeur : Basi6 International, Irving, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. N° de réf. du vendeur ABEJUNE24-346750
Quantité disponible : 3 disponible(s)
Image d'archives
FINANCIAL DATA RESAMPLING FOR MACHINE LEARNING BASED TRADING
Vendeur : Basi6 International, Irving, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. N° de réf. du vendeur ABEJUNE24-325331
Quantité disponible : 2 disponible(s)
Image d'archives
Financial Data Resampling for Machine Learning Based Trading
Vendeur : Books Puddle, New York, NY, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. N° de réf. du vendeur 26386448768
Quantité disponible : 1 disponible(s)
Image d'archives
Financial Data Resampling for Machine Learning Based Trading
Vendeur : Majestic Books, Hounslow, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 394199647
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Financial Data Resampling for Machine Learning Based Trading
Edité par
Springer International Publishing, 2021
ISBN 10 : 3030683788
ISBN 13 : 9783030683788
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents a framework consisting of several supervised machine learning procedures to trade in the Cryptocurrencies Market Compares the performance of 5 different forecasting trading signals among themselves and with a Buy and Hold stra. N° de réf. du vendeur 448686601
Quantité disponible : Plus de 20 disponibles
Image d'archives
Financial Data Resampling for Machine Learning Based Trading
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 18386448778
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Financial Data Resampling for Machine Learning Based Trading : Application to Cryptocurrency Markets
Edité par
Springer International Publishing, 2021
ISBN 10 : 3030683788
ISBN 13 : 9783030683788
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents a system that combines the expertise of four algorithms, namely Gradient Tree Boosting, Logistic Regression, Random Forest and Support Vector Classifier to trade with several cryptocurrencies. 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. The performance of the algorithm with the new resampling method and the classical time sampled data are compared and the advantages of using the system developed in this work are highlighted. N° de réf. du vendeur 9783030683788
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Financial Data Resampling for Machine Learning Based Trading
Edité par
Springer International Publishing Feb 2021, 2021
ISBN 10 : 3030683788
ISBN 13 : 9783030683788
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book presents a system that combines the expertise of four algorithms, namely Gradient Tree Boosting, Logistic Regression, Random Forest and Support Vector Classifier to trade with several cryptocurrencies. 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. The performance of the algorithm with the new resampling method and the classical time sampled data are compared and the advantages of using the system developed in this work are highlighted. 112 pp. Englisch. N° de réf. du vendeur 9783030683788
Quantité disponible : 2 disponible(s)