ENGLISH

Expert Trading Systems: Modeling Financial Markets with Kernel Regression

Book information

Publisher
Wiley
Year
2000
ISBN
0471345083, 9780471345084
Language
english
Format
PDF
Filesize
12 MB (12423971 bytes)
Edition
1
Pages
235\126
Time added
2013-12-18 19:45:34

Description

With the proliferation of computer programs to predict market direction, professional traders and sophisticated individual investors have increasingly turned to mathematical modeling to develop predictive systems. Kernel regression is a popular data modeling technique that can yield useful results fast. Provides data modeling methodology used to develop trading systems. * Shows how to design, test, and measure the significance of results John R. Wolberg (Haifa, Israel) is professor of mechanical engineering at the Haifa Institute in Israel. He does research and consulting in data modeling in the financial services area.

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