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Machine Learning for Algorithmic Trading 
Stefan Jansen ¤Ó Packt Publishing
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2020³â 07¿ù 31ÀÏ
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820page/190*235*42
  • ISBN
9781839217715/1839217715
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04/23(È­) ¹è¼Û¿Ï·á¿¹Á¤
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  • 1 Machine Learning for Trading - From Idea to Execution 2 Market and Fundamental Data - Sources and Techniques 3 Alternative Data for Finance - Categories and Use Cases 4 Financial Feature Engineering - How to Research Alpha Factors 5 Portfolio Optimization and Performance Evaluation 6 The Machine Learning Process 7 Linear Models - From Risk Factors to Return Forecasts 8 The ML4T Workflow - From Model to Strategy Backtesting 9 Time-Series Models for Volatility Forecasts and Statistical Arbitrage 10 Bayesian ML - Dynamic Sharpe Ratios and Pairs Trading 11 Random Forests - A Long-Short Strategy for Japanese Stocks 12 Boosting Your Trading Strategy 13 Data-Driven Risk Factors and Asset Allocation with Unsupervised Learning 14 Text Data for Trading - Sentiment Analysis 15 Topic Modeling - Summarizing Financial News 16 Word Embeddings for Earnings Calls and SEC Filings 17 Deep Learning for Trading 18 CNNs for Financial Time Series and Satellite Images 19 RNNs for Multivariate Time Series an...
  • Stefan Jansen [Àú]
  • Àüü 0°³ÀÇ ±¸¸ÅÈıⰡ ÀÖ½À´Ï´Ù.

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