TY - BOOK ID - 77916564 TI - Machine Learning for Financial Engineering. AU - Gyorfi, Laszlo AU - Ottucsak, Gyorgy AU - Walk, Harro PY - 2012 SN - 1280669012 9786613645944 1848168144 9781848168145 9781848168138 1848168136 9781280669019 PB - Singapore World Scientific DB - UniCat KW - Machine learning. KW - Financial engineering. KW - Computational finance KW - Engineering, Financial KW - Finance KW - Learning, Machine KW - Artificial intelligence KW - Machine theory KW - Financial engineering KW - Machine learning KW - Investments KW - Data processing KW - E-books UR - https://www.unicat.be/uniCat?func=search&query=sysid:77916564 AB - This volume investigates algorithmic methods based on machine learning in order to design sequential investment strategies for financial markets. Such sequential investment strategies use information collected from the market's past and determine, at the beginning of a trading period, a portfolio; that is, a way to invest the currently available capital among the assets that are available for purchase or investment. The aim is to produce a self-contained text intended for a wide audience, including researchers and graduate students in computer science, finance, statistics, mathematics, ER -