Financial Data Resampling for Machine Learning Based Trading

Application to Cryptocurrency Markets

Omschrijving

A new method for resampling financial data is presented as alternative to the classical time sampled data commonly used in financial market trading. The new resampling method uses a closing value threshold to resample the data creating a signal better suited for financial trading, thus achieving higher returns without increased risk.
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Schrijver
Borges, Tome Almeida, Neves, Rui
Titel
Financial Data Resampling for Machine Learning Based Trading
Uitgever
Springer Nature Switzerland AG
Jaar
2021
Taal
Engels
Pagina's
93
Gewicht
186 gr
EAN
9783030683788
Afmetingen
233 x 155 x 10 mm
Bindwijze
Paperback / softback

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