Isbn: 9783030683788 - financial data resampling for machine learning based trading: application to cryptocurrency markets (springerbriefs in computational intelligence) (15 resultados)

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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…

Taschenbuch. Condición: Neu. Financial Data Resampling for Machine Learning Based Trading | Application to Cryptocurrency Markets | Tomé Almeida Borges (u. a.) | Taschenbuch | SpringerBriefs in Applied Sciences and Technology | xv | Englisch | 2021 | Springer | EAN 9783030683788 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 112 pp. Englisch.…

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents a framework consisting of several supervised machine learning procedures to trade in the Cryptocurrencies Market&nbspCompares the performance of 5 different forecasting trading signals among themselves and with a Buy and Hold stra.…

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 112 pp. Englisch.…