Online Portfolio Selection

Principles and Algorithms

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® code for simulation trading systems that use historical data to evaluate the performance of trading strategies.

janvier 2024, env. 230 pages, Anglais
Taylor and Francis
978-1-138-89410-5

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