Detecting Regime Change in Computational Finance

Chen, Jun; Tsang, Edward P K

ISBN 10: 0367540959 ISBN 13: 9780367540951

Editorial: Chapman and Hall/CRC, 2022

Idioma: Ingl�s

Condici�n: Nuevo Encuadernaci�n de tapa blanda

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N� de ref. del art�culo ABLIING23Feb2215580155713

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Detalles bibliogr�ficos

T�tulo

Detecting Regime Change in Computational Finance

Editor

Chapman and Hall/CRC

Fecha de publicaci�n

2022

Idioma

Ingl�s

ISBN 10

0367540959

ISBN 13

9780367540951

Encuadernaci�n

Encuadernaci�n de tapa blanda

Estado

New

Cat�logos de vendedores

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Sinopsis

Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, this book applies machine learning to financial market monitoring and algorithmic trading.

Acerca del 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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