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Detecting Regime Change in Computational Finance
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
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Detecting Regime Change in Computational Finance : Data Science, Machine Learning and Algorithmic Trading
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Detecting Regime Change in Computational Finance (Paperback)
Edité par Taylor & Francis Ltd, London, 2022
ISBN 10 : 0367540959 ISBN 13 : 9780367540951
Langue: anglais
Vendeur : Grand Eagle Retail, Bensenville, IL, Etats-Unis
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Ajouter au panierPaperback. Etat : new. Paperback. 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 when the market changes direction ("zigzags"). By sampling data in a different way, this book lays out concepts which enable the extraction of information that other market participants may not be able to see. The book includes a Foreword by Richard Olsen and explores the following topics: Data science: as an alternative to time series, price movements in a market can be summarised as directional changes Machine learning for regime change detection: historical regime changes in a market can be discovered by a Hidden Markov Model Regime characterisation: normal and abnormal regimes in historical data can be characterised using indicators defined under Directional Change Market Monitoring: by using historical characteristics of normal and abnormal regimes, one can monitor the market to detect whether the market regime has changed Algorithmic trading: regime tracking information can help us to design trading algorithmsIt will be of great interest to researchers in computational finance, machine learning and data science.About the AuthorsJun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002. Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, this book applies machine learning to financial market monitoring and algorithmic trading. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Detecting Regime Change in Computational Finance : Data Science, Machine Learning and Algorithmic Trading
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Detecting Regime Change in Computational Finance
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Detecting Regime Change in Computational Finance
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Detecting Regime Change in Computational Finance : Data Science, Machine Learning and Algorithmic Trading
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Detecting Regime Change in Computational Finance
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Detecting Regime Change in Computational Finance
Edité par Taylor and Francis Ltd, GB, 2022
ISBN 10 : 0367540959 ISBN 13 : 9780367540951
Langue: anglais
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
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Ajouter au panierPaperback. Etat : New. 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 when the market changes direction ("zigzags"). By sampling data in a different way, this book lays out concepts which enable the extraction of information that other market participants may not be able to see. The book includes a Foreword by Richard Olsen and explores the following topics: Data science: as an alternative to time series, price movements in a market can be summarised as directional changes Machine learning for regime change detection: historical regime changes in a market can be discovered by a Hidden Markov Model Regime characterisation: normal and abnormal regimes in historical data can be characterised using indicators defined under Directional Change Market Monitoring: by using historical characteristics of normal and abnormal regimes, one can monitor the market to detect whether the market regime has changed Algorithmic trading: regime tracking information can help us to design trading algorithmsIt will be of great interest to researchers in computational finance, machine learning and data science.About the AuthorsJun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002.
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Detecting Regime Change in Computational Finance : Data Science, Machine Learning and Algorithmic Trading
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
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Ajouter au panierPaperback / softback. Etat : New. New copy - Usually dispatched within 4 working days. 185.
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Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Vendeur : Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlande
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Edition originale
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Ajouter au panierEtat : New. 2022. 1st Edition. Paperback. . . . . .
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Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Edité par Chapman and Hall/CRC 2022-05, 2022
ISBN 10 : 0367540959 ISBN 13 : 9780367540951
Langue: anglais
Vendeur : Chiron Media, Wallingford, Royaume-Uni
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Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Vendeur : Kennys Bookstore, Olney, MD, Etats-Unis
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EUR 81,96
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Ajouter au panierEtat : New. 2022. 1st Edition. Paperback. . . . . . Books ship from the US and Ireland.
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Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Ajouter au panierPaperback. Etat : Brand New. 164 pages. 9.25x6.25x0.25 inches. In Stock.
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Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Vendeur : Books Puddle, New York, NY, Etats-Unis
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EUR 63,54
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Ajouter au panierEtat : New. Jun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.Edward P K Tsang is an Emeritus Professor at the University of Essex, w.
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Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Vendeur : Majestic Books, Hounslow, Royaume-Uni
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Detecting Regime Change in Computational Finance : Data Science, Machine Learning and Algorithmic Trading
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Ajouter au panierEtat : As New. Unread book in perfect condition.
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Detecting Regime Change in Computational Finance (Paperback)
Edité par Taylor & Francis Ltd, London, 2022
ISBN 10 : 0367540959 ISBN 13 : 9780367540951
Langue: anglais
Vendeur : AussieBookSeller, Truganina, VIC, Australie
Évaluation du vendeur 5 sur 5 étoiles
EUR 96,51
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Ajouter au panierPaperback. Etat : new. Paperback. 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 when the market changes direction ("zigzags"). By sampling data in a different way, this book lays out concepts which enable the extraction of information that other market participants may not be able to see. The book includes a Foreword by Richard Olsen and explores the following topics: Data science: as an alternative to time series, price movements in a market can be summarised as directional changes Machine learning for regime change detection: historical regime changes in a market can be discovered by a Hidden Markov Model Regime characterisation: normal and abnormal regimes in historical data can be characterised using indicators defined under Directional Change Market Monitoring: by using historical characteristics of normal and abnormal regimes, one can monitor the market to detect whether the market regime has changed Algorithmic trading: regime tracking information can help us to design trading algorithmsIt will be of great interest to researchers in computational finance, machine learning and data science.About the AuthorsJun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002. Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, this book applies machine learning to financial market monitoring and algorithmic trading. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Detecting Regime Change in Computational Finance : Data Science, Machine Learning and Algorithmic Trading
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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EUR 114,02
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Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
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EUR 114,03
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Ajouter au panierHardback. Etat : New. New copy - Usually dispatched within 4 working days. 421.
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Detecting Regime Change in Computational Finance
Edité par Taylor and Francis Ltd, GB, 2022
ISBN 10 : 0367540959 ISBN 13 : 9780367540951
Langue: anglais
Vendeur : Rarewaves.com UK, London, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
EUR 65
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Ajouter au panierPaperback. Etat : New. 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 when the market changes direction ("zigzags"). By sampling data in a different way, this book lays out concepts which enable the extraction of information that other market participants may not be able to see. The book includes a Foreword by Richard Olsen and explores the following topics: Data science: as an alternative to time series, price movements in a market can be summarised as directional changes Machine learning for regime change detection: historical regime changes in a market can be discovered by a Hidden Markov Model Regime characterisation: normal and abnormal regimes in historical data can be characterised using indicators defined under Directional Change Market Monitoring: by using historical characteristics of normal and abnormal regimes, one can monitor the market to detect whether the market regime has changed Algorithmic trading: regime tracking information can help us to design trading algorithmsIt will be of great interest to researchers in computational finance, machine learning and data science.About the AuthorsJun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002.
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EUR 71,20
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Ajouter au panierTaschenbuch. Etat : Neu. Detecting Regime Change in Computational Finance | Data Science, Machine Learning and Algorithmic Trading | Jun Chen (u. a.) | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2022 | Chapman and Hall/CRC | EAN 9780367540951 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu.
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EUR 103,21
EUR 48,99 expédition depuis Allemagne vers Etats-UnisQuantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New. Jun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.Edward P K Tsang is an Emeritus Professor at the University of Essex, w.
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Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
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EUR 142,98
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Ajouter au panierHardcover. Etat : New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Detecting Regime Change in Computational Finance : Data Science, Machine Learning and Algorithmic Trading
Edité par Taylor & Francis Ltd Sep 2020, 2020
ISBN 10 : 0367536285 ISBN 13 : 9780367536282
Langue: anglais
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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EUR 125,93
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Ajouter au panierBuch. Etat : Neu. Neuware.
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Detecting Regime Change in Computational Finance
Vendeur : Majestic Books, Hounslow, Royaume-Uni
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EUR 60,10
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Detecting Regime Change in Computational Finance
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
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Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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EUR 66,39
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Ajouter au panierPaperback. Etat : Brand New. 164 pages. 9.25x6.25x0.25 inches. In Stock. This item is printed on demand.
