Financial Data Resampling for Machine Learning Based Trading

Language: English

Published by Springer, Palgrave Macmillan Feb 2021, 2021

3030683788 / 9783030683788

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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.

Seller Inventory # 9783030683788

Title
Financial Data Resampling for Machine Learning Based Trading
Author
Tomé Almeida Borges
Publisher
Springer, Palgrave Macmillan Feb 2021
Publication year
2021
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3030683788
ISBN 13
9783030683788
Item weight
184 grams
Dimensions
235x155x7 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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