Applications of computational intelligence in data-driven trading
"The objective of this book is to introduce the reader to the field of Computational Finance using the framework of Machine Learning as a tool of scientific inquiry. It is an attempt to integrate these two topics: how to use Machine Learning as the tool of choice in solving topical problems in...
| Formato: | Libro electrónico |
|---|---|
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J.:
Wiley
c2020.
Hoboken, New Jersey : [2020] |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009849116906719 |
Tabla de Contenidos:
- The evolution of trading paradigms
- The role of data in trading and investing
- Artificial intelligence : between myth and reality
- Computational intelligence : a principled approach for the era of data exploration
- How to apply the principles of CI in quantitative finance
- Case study 1 : optimizing trade execution
- Case study 2 : the dynamics of the limit order book
- Case study 3 : applying ML to portfolio management
- Case study 4 : applying ML to market making
- Case study 5 : applications of ml to derivatives valuation
- Case study 6 : using ML for risk management and compliance
- Conclusions and future directions.
