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Can I read Detecting Regime Change in Computational Finance Data Science, Machine Learning and Algorithmic Trading : DataScience, Machine Learning and Algorithmic Trading on EtoBox?
Detecting Regime Change in Computational Finance Data Science, Machine Learning and Algorithmic Trading : DataScience, Machine Learning and Algorithmic Trading by Edward Tsang, Jun Chen, Edward P. K. Tsang is a nonfiction available to read on EtoBox.
What is Detecting Regime Change in Computational Finance Data Science, Machine Learning and Algorithmic Trading : DataScience, Machine Learning and Algorithmic Trading about?
"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 summarizing 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 ("zigzag"). By sampling data in a different way, the 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
Who reads Detecting Regime Change in Computational Finance Data Science, Machine Learning and Algorithmic Trading : DataScience, Machine Learning and Algorithmic Trading?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Edward Tsang, Jun Chen, Edward P. K. Tsang
- Publisher
- CRC Press (Unlimited)
- Published
- 2020
- Language
- EN
- ISBN
- 9781000220261
- Category
- nonfiction
- Subjects
- Engineering, Mathematics, Finance
Other editions & translations
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Browse all works by Edward Tsang, Jun Chen, Edward P. K. Tsang
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