Machine learning for financial engineering

Machine learning for financial engineering

by Györfi, Lázló Ottursák, György Walk, Harro

Type Book
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Title Statements

  • Full title :Machine learning for financial engineering / [edited by] László Györfi, György Ottucsák, Harro Walk.

Edition Statements

  • Publication Date:cop. 2012.

Publication Statements

Notes

Índice analítico: p. 249-250.

1 On the History of the Growth-Optimal Portfolio 2 Empirical Log-Optimal Portfolio Selections: A Survey 3 Log-Optimal Portfolio-Selection Strategies with Proportional Transaction Costs 4 Growth-Optimal Portfolio Selection with Short Selling and Leverage 5 Nonparametric Sequential Prediction of Stationary Time Series 6 Empirical Pricing American Put Options.

The Physical Object

  • Description:IX, 250 p. : : il. ; : 23 cm.

Edition Identifiers

  • ISBN:9781848168138, 1848168136
  • oclc:ocn912477289

Subjects

Writers

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