In the first part of the book practical algorithms for building optimal trading strategies are constructed. Both non-restricted and risk-adjusted (Sterling ratio and Sharp ratio) trading strategies are considered. Constructed optimal trading strategies can be used as training dataset for the AI application. In the next part of the book one particular type of Machine Learning - finding optimal linear separators - is considered, and combinatorial deterministic algorithm for computing minimum linear separator set in 2 dimensions is given. In the last part of the book presented efficient algorithms for preventing overfitting. Shape constrained regression is an accepted methodology to deal with overfitting. Algorithms for nonparametric shape constrained regression in the form of isotonic and unimodal regressions are given.

About the Author:

Victor Boyarshinov was born in the family of Russian military pilot. Victor grew up in a small village on the shore of Okhotsk Sea. After finishing high school he went to Novosibirsk State University to get MS degree in Math. Later he graduated from Rensselaer Polytechnic Institute with Ph.D. in Computer Science. Currently he lives in Vancouver.

"About this title" may belong to another edition of this title.

Store Description

Quality books, speedy shipping, and great customer service! Please note that used items may not include access codes or cards, CD's or other accessories, regardless of what is stated in item title. If you need to guarantee that these items are included, please purchase a brand new copy.

Visit Seller's Storefront

Seller's business information

J2B Holdings, LLC
13770 NOEL RD, #803600, Dallas, TX, 75240, U.S.A.

Terms of Sale:

We guarantee the condition of every book as it's described on the AbeBooks web
sites. Please note that used items may not include access codes or cards, CD's
or other accessories, regardless of what is stated in item title. If you need to
guarantee that these items are included, please purchase a brand new copy.

All requests for refunds and/or returns will be processed in accordance with
AbeBooks policies. If you're dissatisfied with your purchase (Incorrect Book/Not
as Described/Damaged) or if ...

More Information

Shipping Terms:

Books ordered via expedited shipping should arrive between 2 and 7 business days after shipment confirmation. Books ordered via standard shipping should arrive between 4 and 14 business days after shipment confirmation.

Payment Methods
accepted by seller

Add to Wants

Items related to Machine Learning In Computational Finance: Practical...

Machine Learning In Computational Finance: Practical algorithms for building artificial intelligence applications

Boyarshinov, Victor

New - Soft cover

Seller's business information