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Implementing machine learning for finance a systematic approach to predictive risk and performance analysis for investment portfolios

It also includes market direction classification using both the Logistic classifier and the Multilayer Perceptron classifier. Finally, the book presents performance and risk analysis for investment portfolios. By the end of this book, you should be able to explain how algorithmic trading works and i...

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Bibliographic Details
Main Author: Nokeri, Tshepo Chris
Format: eBook
Language:English
Published: [Place of publication not identified] Apress 2021
Subjects:
Machine Learning / Http://id.loc.gov/authorities/subjects/sh85079324
Machine Learning / Fast
Apprentissage Automatique
Investissements / Informatique
Investments / Data Processing / Fast
Investments / Data Processing
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Table of Contents:
  • Chapter 1: Introduction to Financial Markets and Algorithmic Trading
  • Chapter 2: Forecasting Using ARIMA, SARIMA, and the Additive Model
  • Chapter 3: Univariate Time Series Using Recurrent Neural Nets
  • Chapter 4: Discover Market Regimes
  • Chapter 5: Stock Clustering
  • Chapter 6: Future Price Prediction Using Linear Regression
  • Chapter 7: Stock Market Simulation
  • Chapter 8: Market Trend Classification Using ML and DL
  • Chapter 9: Investment Portfolio and Risk Analysis

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