Téléchargez le livre : Financial Data Resampling for Machine Learning Based Trading

Financial Data Resampling for Machine Learning Based Trading

Application to Cryptocurrency Markets de

,

Éditeur :

Springer


Collection :

SpringerBriefs in Applied Sciences and Technology

Paru le : 2021-02-22

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Description

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.
Pages
93 pages
Collection
SpringerBriefs in Applied Sciences and Technology
Parution
2021-02-22
Marque
Springer
EAN papier
9783030683788
EAN PDF
9783030683795
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
9
Taille du fichier
3820 Ko
Prix
68,56 €
EAN EPUB
9783030683795
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
9
Taille du fichier
9882 Ko
Prix
68,56 €

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