Artificial Intelligence for Financial Markets is popular PDF and ePub book, written by Thomas Barrau in 2022-05-31, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Artificial Intelligence for Financial Markets can be Read Online from any device for your convenience.
Artificial Intelligence for Financial Markets Book PDF Summary
This book introduces the novel artificial intelligence technique of polymodels and applies it to the prediction of stock returns. The idea of polymodels is to describe a system by its sensitivities to an environment, and to monitor it, imitating what a natural brain does spontaneously. In practice this involves running a collection of non-linear univariate models. This very powerful standalone technique has several advantages over traditional multivariate regressions. With its easy to interpret results, this method provides an ideal preliminary step towards the traditional neural network approach. The first two chapters compare the technique with other regression alternatives and introduces an estimation method which regularizes a polynomial regression using cross-validation. The rest of the book applies these ideas to financial markets. Certain equity return components are predicted using polymodels in very different ways, and a genetic algorithm is described which combines these different predictions into a single portfolio, aiming to optimize the portfolio returns net of transaction costs. Addressed to investors at all levels of experience this book will also be of interest to both seasoned and non-seasoned statisticians.
Detail Book of Artificial Intelligence for Financial Markets PDF
- Author : Thomas Barrau
- Release : 31 May 2022
- Publisher : Springer Nature
- ISBN : 9783030973193
- Genre : Mathematics
- Total Page : 182 pages
- Language : English
- PDF File Size : 8,9 Mb
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