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Financial Data Resampling for Machine Learning Based Trading
- Application to Cryptocurrency Markets
Engelsk
Bogcover for Financial Data Resampling for Machine Learning Based Trading af Tome Almeida Borges, Rui Neves, 9783030683788
Specifikationer
Sprog:
Engelsk
Sider:
93
ISBN-13:
9783030683788
Indbinding:
Paperback
ISBN-10:
3030683788
Kategori:
Udg. Dato:
23 feb 2021
Størrelse i cm:
23,3 x 15,5 x 1,0
Oplagsdato:
23 feb 2021

Financial Data Resampling for Machine Learning Based Trading

- Application to Cryptocurrency Markets
Engelsk
Paperback 2021
Format:

Bog beskrivelse

This book presents a system that combines the expertise of four algorithms, namely Gradient Tree Boosting, Logistic Regression, Random Forest and Support Vector Classifier to trade with several cryptocurrencies. 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. The performance of the algorithm with the new resampling method and the classical time sampled data are compared and the advantages of using the system developed in this work are highlighted.

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Specifikationer
Sprog:
Engelsk
Sider:
93
ISBN-13:
9783030683788
Indbinding:
Paperback
ISBN-10:
3030683788
Kategori:
Udg. Dato:
23 feb 2021
Størrelse i cm:
23,3 x 15,5 x 1,0
Oplagsdato:
23 feb 2021
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