Online Portfolio Selection
Principles and Algorithms
With the aim to sequentially determine optimal allocations across a set of assets, Online Portfolio Selection (OLPS) has significantly reshaped the financial investment landscape. Online Portfolio Selection: Principles and Algorithms supplies a comprehensive survey of existing OLPS principles and presents a collection of innovative strategies that leverage machine learning techniques for financial investment.The book presents four new algorithms based on machine learning techniques that were designed by the authors, as well as a new back-test system they developed for evaluating trading strategy effectiveness. The book uses simulations with r…
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Produktdetails
Weitere Autoren: Hoi, Steven Chu Hong
- ISBN: 978-1-4822-4964-4
- EAN: 9781482249644
- Produktnummer: 31308572
- Verlag: Taylor & Francis Ltd.
- Sprache: Englisch
- Erscheinungsjahr: 2018
- Seitenangabe: 232 S.
- Plattform: PDF
- Masse: 6'049 KB
- Auflage: 1. Auflage
- Abbildungen: 40, 22 schwarz-weiße Abbildungen, 26 schwarz-weiße Tabellen
Über den Autor
Dr. Bin Li received a bachelor's degree in computer science from Huazhong University of Science and Technology, Wuhan, China, and a bachelor's degree in economics from Wuhan University, Wuhan, China, in 2006. He earned a PhD degree from the School of Computer Engineering of Nanyang Technological University, Singapore, in 2013. He completed the CFA Program in 2013 and is currently an associate professor of finance at the Economics and Management School of Wuhan University. Dr. Li was a postdoctoral research fellow at the Nanyang Business School of Nanyang Technological University. His research interests are computational finance and machine learning. He has published several academic papers in premier conferences and journals.Dr. Steven C.H. Hoi received his bachelor's degree in computer science from Tsinghua University, Beijing, China, in 2002, and both his master's and PhD degrees in computer science and engineering from The Chinese University of Hong Kong, Hong Kong, China, in 2004 and 2006, respectively. He is currently an associate professor in the School of Information Systems, Singapore Management University, Singapore. Prior to joining SMU, he was a tenured associate professor in the School of Computer Engineering, Nanyang Technological University, Singapore. His research interests are machine learning and data mining and their applications to tackle real-world big data challenges across varied domains, including computational finance, multimedia information retrieval, social media, web search and data mining, computer vision and pattern recognition, and so on.
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