Call Us 080-41656200 (Mon-Sat: 10AM-8PM)
Free Shipping above Rs. 1499
Cash On Delivery*

Machine Learning for Financial Time Series


Marketed By :  AV Akademikerverlag   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days


Check Your Delivery Options

Rs. 2,682

Availability: In stock

  • Product Description

This work presents a framework based on a self-learning genetic algorithm for discovering prediction patterns in financial time series. By modifying a complex mathematical algorithm for evolutionary optimization in a manner more suitable for financial time series, specifics typical to asset trading were taken into account and were reflected in the solution set. In-sample the genetic algorithm was able to successfully find prediction rules allowing for the creation of successful, feasible and robust trading strategies with high performance. In order to justify the in-sample performance, the prediction patterns were tested on an out—of —sample time period : the results confirmed the ability of the genetic algorithm to find prediction patterns with robust performance. The proposed framework shows great potential when working with high dimensional search spaces and in finding non-linear dependencies in financial data.

Product Specifications
SKU :COC25004
AuthorAntonio Stoyanov
Number of Pages76
Publishing Year2012-08-05T00:00:00.000
Edition1 st
Book TypeStochastics
Country of ManufactureIndia
Product BrandAV Akademikerverlag
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-28 00:00:00