Financial Data Resampling for Machine Learning Based Trading
Language: English
Published by Springer International Publishing, 2021
- Softcover
- New
Seller: moluna, Greven, Germanymoluna
AbeBooks seller since July 9, 2020
Condition: New
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Add to basketItem description from seller
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 Compares the performance of 5 different forecasting trading signals among themselves and with a Buy and Hold stra.
Seller Inventory # 448686601
- Title
- Financial Data Resampling for Machine Learning Based Trading
- Author
- Tomé Almeida Borges|Rui Neves
- Publisher
- Springer International Publishing
- Publication year
- 2021
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3030683788
- ISBN 13
- 9783030683788
- Seller catalogs
- Mathematik/Naturwissenschaften/Technik/Medizin
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.
"Synopsis" may belong to another edition of this title.
About the Author
Tomé Almeida Borges is a data scientist at Santander Portugal since December 2019. He received the master’s degree in Electrical and Computer Engineering from Instituto Superior Técnico, Technical University of Lisbon, Portugal, in 2019. His research activity is focused on pattern recognition and data resampling methods of financial markets.
Rui Ferreira Neves is a professor at Instituto Superior Técnico since 2005. He received the Diploma in Engineering and the Ph.D. degrees in Electrical and Computer Engineering from the Instituto Superior Técnico, Technical University of Lisbon, Portugal, in 1993 and 2001, respectively. In 2006, he joined Instituto de Telecomunicações (IT) as a research associate. His research activity deals with evolutionary computation and pattern matching applied to the financial markets, sensor networks, embedded systems and mixed signal integrated circuits. He uses both fundamental, technical and pattern matching indicators to find the evolutionof the financial markets."About the title" may belong to another edition of this title.
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