Machine Learning for Financial Engineering
Download or Read eBook Machine Learning for Financial Engineering PDF written by György Ottucsák and published by World Scientific. This book was released on 2012 with total page 261 pages. Available in PDF, EPUB and Kindle.
| Author | : György Ottucsák |
| Publisher | : World Scientific |
| Total Pages | : 261 |
| Release | : 2012 |
| ISBN-10 | : 9781848168138 |
| ISBN-13 | : 1848168136 |
| Rating | : 4/5 (38 Downloads) |
Book Synopsis Machine Learning for Financial Engineering by : György Ottucsák
Book excerpt: 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.
