Online Portfolio Selection: Principles and Algorithms - Li, Bin (Wuhan University, Hubei, China) - Books - Taylor & Francis Inc - 9781482249637 - November 5, 2015
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Online Portfolio Selection: Principles and Algorithms 1st edition

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This book investigates the OLPS problem. The authors unveil four innovative algorithms based on the cutting edge machine learning techniques and also detail a powerful trading simulation tools. The book includes MATLAB® code for simulation trading systems that use historical data to evaluate the performance of trading strategies.


232 pages, 22 black & white illustrations, 26 black & white tables

Media Books     Hardcover Book   (Book with hard spine and cover)
Released November 5, 2015
ISBN13 9781482249637
Publishers Taylor & Francis Inc
Pages 230
Dimensions 246 × 164 × 18 mm   ·   504 g
Language English  

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