Financial Data Resampling for Machine Learning Based Trading is popular PDF and ePub book, written by Tomé Almeida Borges in 2021-02-22, 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, Financial Data Resampling for Machine Learning Based Trading can be Read Online from any device for your convenience.
Financial Data Resampling for Machine Learning Based Trading Book PDF Summary
This book presents a system that combines the expertise of four algorithms, namely Gradient Tree Boosting, Logistic Regression, Random Forest and Support Vector Classifier to trade with several cryptocurrencies. A new method for resampling financial data is presented as alternative to the classical time sampled data commonly used in financial market trading. The new resampling method uses a closing value threshold to resample the data creating a signal better suited for financial trading, thus achieving higher returns without increased risk. The performance of the algorithm with the new resampling method and the classical time sampled data are compared and the advantages of using the system developed in this work are highlighted.
Detail Book of Financial Data Resampling for Machine Learning Based Trading PDF
- Author : Tomé Almeida Borges
- Release : 22 February 2021
- Publisher : Springer Nature
- ISBN : 9783030683795
- Genre : Mathematics
- Total Page : 93 pages
- Language : English
- PDF File Size : 19,5 Mb
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