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Detecting Regime Change Computational by Chen Jun (32 results)
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Detecting Regime Change in Computational Finance
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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Detecting Regime Change in Computational Finance : Data Science, Machine Learning and Algorithmic Trading
Published by Chapman and Hall/CRC, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Condition: New.
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Detecting Regime Change in Computational Finance (Paperback)
Published by Taylor & Francis Ltd, London, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Paperback. Condition: new. Paperback. Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading applies machine learning to financial market monitoring and algorithmic trading. Directional Change is a new way of summarising price changes in the market. Instead of sampling prices at fixed intervals (such as daily closing in time series), it samples prices when the market changes direction ("zigzags"). By sampling data in a different way, this book lays out concepts which enable the extraction of information that other market participants may not be able to see. The book includes a Foreword by Richard Olsen and explores the following topics: Data science: as an alternative to time series, price movements in a market can be summarised as directional changes Machine learning for regime change detection: historical regime changes in a market can be discovered by a Hidden Markov Model Regime characterisation: normal and abnormal regimes in historical data can be characterised using indicators defined under Directional Change Market Monitoring: by using historical characteristics of normal and abnormal regimes, one can monitor the market to detect whether the market regime has changed Algorithmic trading: regime tracking information can help us to design trading algorithmsIt will be of great interest to researchers in computational finance, machine learning and data science.About the AuthorsJun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002. Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, this book applies machine learning to financial market monitoring and algorithmic trading. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Detecting Regime Change in Computational Finance : Data Science, Machine Learning and Algorithmic Trading
Published by Chapman and Hall/CRC, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Condition: As New. Unread book in perfect condition.
-
Detecting Regime Change in Computational Finance
Published by Chapman and Hall/CRC, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Condition: New.
-
Detecting Regime Change in Computational Finance
Published by Chapman and Hall/CRC, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Condition: New. 1st edition NO-PA16APR2015-KAP.
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Detecting Regime Change in Computational Finance : Data Science, Machine Learning and Algorithmic Trading
Published by Chapman and Hall/CRC, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
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Detecting Regime Change in Computational Finance
Published by Chapman and Hall/CRC, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In.
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Detecting Regime Change in Computational Finance
Published by Taylor and Francis Ltd, GB, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading applies machine learning to financial market monitoring and algorithmic trading. Directional Change is a new way of summarising price changes in the market. Instead of sampling prices at fixed intervals (such as daily closing in time series), it samples prices when the market changes direction ("zigzags"). By sampling data in a different way, this book lays out concepts which enable the extraction of information that other market participants may not be able to see. The book includes a Foreword by Richard Olsen and explores the following topics: Data science: as an alternative to time series, price movements in a market can be summarised as directional changes Machine learning for regime change detection: historical regime changes in a market can be discovered by a Hidden Markov Model Regime characterisation: normal and abnormal regimes in historical data can be characterised using indicators defined under Directional Change Market Monitoring: by using historical characteristics of normal and abnormal regimes, one can monitor the market to detect whether the market regime has changed Algorithmic trading: regime tracking information can help us to design trading algorithmsIt will be of great interest to researchers in computational finance, machine learning and data science.About the AuthorsJun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002.
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Detecting Regime Change in Computational Finance : Data Science, Machine Learning and Algorithmic Trading
Published by Chapman and Hall/CRC, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition.
-
Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Published by Taylor & Francis Ltd, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
Paperback / softback. Condition: New. New copy - Usually dispatched within 4 working days. 185.
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Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Published by Taylor & Francis Ltd, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
First Edition
Condition: New. 2022. 1st Edition. Paperback. . . . . .
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Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Published by Chapman and Hall/CRC 2022-05, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
PF. Condition: New.
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Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Published by Taylor & Francis Ltd, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Condition: New. 2022. 1st Edition. Paperback. . . . . . Books ship from the US and Ireland.
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Paperback. Condition: Brand New. 164 pages. 9.25x6.25x0.25 inches. In Stock.
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Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Published by Chapman and Hall/CRC, 2020
ISBN 10: 0367536285 ISBN 13: 9780367536282
Language: English
Condition: New.
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Condition: New. Jun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.Edward P K Tsang is an Emeritus Professor at the University of Essex, w.
-
Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Published by Chapman and Hall/CRC, 2020
ISBN 10: 0367536285 ISBN 13: 9780367536282
Language: English
Condition: New.
-
Detecting Regime Change in Computational Finance : Data Science, Machine Learning and Algorithmic Trading
Published by Chapman and Hall/CRC, 2020
ISBN 10: 0367536285 ISBN 13: 9780367536282
Language: English
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition.
-
Detecting Regime Change in Computational Finance (Paperback)
Published by Taylor & Francis Ltd, London, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Paperback. Condition: new. Paperback. Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading applies machine learning to financial market monitoring and algorithmic trading. Directional Change is a new way of summarising price changes in the market. Instead of sampling prices at fixed intervals (such as daily closing in time series), it samples prices when the market changes direction ("zigzags"). By sampling data in a different way, this book lays out concepts which enable the extraction of information that other market participants may not be able to see. The book includes a Foreword by Richard Olsen and explores the following topics: Data science: as an alternative to time series, price movements in a market can be summarised as directional changes Machine learning for regime change detection: historical regime changes in a market can be discovered by a Hidden Markov Model Regime characterisation: normal and abnormal regimes in historical data can be characterised using indicators defined under Directional Change Market Monitoring: by using historical characteristics of normal and abnormal regimes, one can monitor the market to detect whether the market regime has changed Algorithmic trading: regime tracking information can help us to design trading algorithmsIt will be of great interest to researchers in computational finance, machine learning and data science.About the AuthorsJun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002. Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, this book applies machine learning to financial market monitoring and algorithmic trading. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
-
Detecting Regime Change in Computational Finance : Data Science, Machine Learning and Algorithmic Trading
Published by Chapman and Hall/CRC, 2020
ISBN 10: 0367536285 ISBN 13: 9780367536282
Language: English
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
-
Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Published by Taylor & Francis Ltd, 2020
ISBN 10: 0367536285 ISBN 13: 9780367536282
Language: English
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
Hardback. Condition: New. New copy - Usually dispatched within 4 working days. 421.
-
Detecting Regime Change in Computational Finance
Published by Taylor and Francis Ltd, GB, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Paperback. Condition: New. Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading applies machine learning to financial market monitoring and algorithmic trading. Directional Change is a new way of summarising price changes in the market. Instead of sampling prices at fixed intervals (such as daily closing in time series), it samples prices when the market changes direction ("zigzags"). By sampling data in a different way, this book lays out concepts which enable the extraction of information that other market participants may not be able to see. The book includes a Foreword by Richard Olsen and explores the following topics: Data science: as an alternative to time series, price movements in a market can be summarised as directional changes Machine learning for regime change detection: historical regime changes in a market can be discovered by a Hidden Markov Model Regime characterisation: normal and abnormal regimes in historical data can be characterised using indicators defined under Directional Change Market Monitoring: by using historical characteristics of normal and abnormal regimes, one can monitor the market to detect whether the market regime has changed Algorithmic trading: regime tracking information can help us to design trading algorithmsIt will be of great interest to researchers in computational finance, machine learning and data science.About the AuthorsJun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002.
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Detecting Regime Change in Computational Finance | Data Science, Machine Learning and Algorithmic Trading
Published by Chapman and Hall/CRC, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Taschenbuch. Condition: Neu. Detecting Regime Change in Computational Finance | Data Science, Machine Learning and Algorithmic Trading | Jun Chen (u. a.) | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2022 | Chapman and Hall/CRC | EAN 9780367540951 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu.
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Condition: New. Jun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.Edward P K Tsang is an Emeritus Professor at the University of Essex, w.
-
Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
Published by Chapman and Hall/CRC, 2020
ISBN 10: 0367536285 ISBN 13: 9780367536282
Language: English
Hardcover. Condition: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Detecting Regime Change in Computational Finance : Data Science, Machine Learning and Algorithmic Trading
Published by Taylor & Francis Ltd Sep 2020, 2020
ISBN 10: 0367536285 ISBN 13: 9780367536282
Language: English
Buch. Condition: Neu. Neuware.
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Detecting Regime Change in Computational Finance
Published by Chapman and Hall/CRC, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Condition: New. This item is printed on demand.
-
Detecting Regime Change in Computational Finance
Published by Chapman and Hall/CRC, 2022
ISBN 10: 0367540959 ISBN 13: 9780367540951
Language: English
Condition: New. PRINT ON DEMAND.
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Paperback. Condition: Brand New. 164 pages. 9.25x6.25x0.25 inches. In Stock. This item is printed on demand.
