Machine Learning for Financial Engineering

Released on by György Ottucsák
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  • Machine Learning for Financial Engineering Book Detail

  • Author : György Ottucsák
  • Release Date : 2012
  • Publisher : World Scientific
  • Genre : Business & Economics
  • Pages : 261
  • ISBN 13 : 1848168136
  • File Size : 35,35 MB
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Machine Learning for Financial Engineering by György Ottucsák PDF Summary

Book Description: Preface v 1 On the History of the Growth-Optimal Portfolio M.M. Christensen 1 2 Empirical Log-Optimal Portfolio Selections: A Survey L. Györfi Gy. Ottucsáak A. Urbán 81 3 Log-Optimal Portfolio-Selection Strategies with Proportional Transaction Costs L. Györfi H. Walk 119 4 Growth-Optimal Portfoho Selection with Short Selling and Leverage M. Horváth A. Urbán 153 5 Nonparametric Sequential Prediction of Stationary Time Series L. Györfi Gy. Ottucsák 179 6 Empirical Pricing American Put Options L. Györfi A. Telcs 227 Index 249.

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