Machine learning for financial engineering
by
Gyorfi, László.
Title
:
Machine learning for financial engineering
Author
:
Gyorfi, László.
ISBN
:
9781848168138
Publication Information
:
London : Imperial College Press ; Singapore : Distributed by World Scientific Pub., c2012.
Physical Description
:
ix, 250 p. : ill. ; 24 cm.
Series
:
Advances in computer science and engineering. Texts ; v. 8
Advances in computer science and engineering. Texts v. 8.
Contents
:
On the history of the growth-optimal portfolio / M.M. Christensen -- Empirical log-optimal portfolio selections : a survey / L. Gyorfi, Gy. Ottucsák, and A. Urbán -- Log-optimal portfolio-selection strategies with proportional transaction costs / L. Gyorfi and H. Walk -- Growth-optimal portfolio selection with short selling and leverage / M. Horváth and A. Urbán -- Nonparametric sequential prediction of stationary time series / L. Gyorfi and Gy. Ottucsák -- Empirical pricing American put options / L. Györfi and A. Telcs.
Subject Term
:
Financial engineering -- Data processing.
Machine learning.
Investments -- Data processing.
Added Author
:
Gyorfi, László.
Ottucsák, Gyorgy.
Walk, Harro, 1939-
| Library | Material Type | Item Barcode | Shelf Number | Copy |
|---|
| IIEMSA | General Books | 33168025581949 | 332.60285631 G997M 2012 | 1 |