Detecting Regime Change in Computational Finance
Data Science, Machine Learning and Algorithmic Trading
This is the first book of its kind to build on the framework of Directional Change. The concept of Directional Change opens a whole new area of research. - From the Foreword by Dr Richard Olsen, Founder and CEO of Lykke, Co-founder of OANDA and pioneer in high-frequency finance and fintechA creative start at a novel and difficult problem for investors large and small. - Professor M. A. H. Dempster, University of Cambridge and Cambridge Systems Associates LimitedFinancial markets technology and the practice of trading are in a state of constant change. A book that details a completely new concept in trading, however, is very rare. This is one…
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Produktdetails
Weitere Autoren: Tsang, Edward P K
- ISBN: 978-1-00-022036-0
- EAN: 9781000220360
- Produktnummer: 34256887
- Verlag: Taylor & Francis Ltd.
- Sprache: Englisch
- Erscheinungsjahr: 2020
- Seitenangabe: 164 S.
- Plattform: EPUB
- Masse: 10'500 KB
- Auflage: 1. Auflage
- Abbildungen: 22 schwarz-weiße und 16 farbige Abbildungen
Über den Autor
Jun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002. He is a Visiting Professor at University of Hong Kong.
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