Detecting Regime Change in Computational Finance
by
Edward P. K. Tsang
,
Jun Chen
English

About The Book

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 change

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Details

ISBN 13
:
9780367540951
Publication Date
:
30-05-2022
Pages
:
164
Weight
:
288 grams
Dimensions
:
156x234x9.09 mm
Publisher
:

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