+49 (0) 541 / 40666 200

Sie erreichen uns Montag bis
Freitag von 8 bis 16 Uhr

 

Schreiben Sie uns eine Email oder benutzten eine andere Kontaktmöglichkeit
 Versandkostenfrei in Deutschland
Einkaufskorb
Keine Artikel
in Ihrem
Einkaufskorb

Machine Learning for Financial Time Series

Identifying Prediction Patterns in Financial Time Series Using a Genetic Algorithm - - 6559803

86405349
Zum Vergrößern anklicken

nur 33,19 €

Sie sparen 2,81 € (8 %) gegenüber dem alten Preis von 36,00 €
(portofrei!, inkl. MwSt.)

Widerruf zu diesem Artikel
  • Details
  • Beschreibung
  • Information zum Autor
  • Bilder
Details
Artikel-Nr.:
86405349
Im Sortiment seit:
12.04.2018
Erscheinungsdatum:
05/2012
Medium:
Taschenbuch
Einband:
Kartoniert / Broschiert
Autor:
Stoyanov, Antonio
Verlag:
AV Akademikerverlag
Sprache:
Englisch
Rubrik:
Mathematik
Wahrscheinlichkeitstheorie
Seiten:
76
Informationen:
Paperback
Gewicht:
130 gr
Beschreibung
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.
Information zum Autor
Antonio Stoyanov, Master of Mathematical Finance: Master's degree in Mathematical Finance from the University of Konstanz. Currently Business Analyst at BearingPoint GmbH focusing on risk management for financial institutions.
Bilder