Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading

by Edward P K Tsang and Jun Chen

Book Overview

Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading applies machine learning to financial market monitoring and algorithmic trading. Directional Change is a new way of summarising price changes in the market. Instead of sampling prices at fixed intervals (such as...

• Format: Paperback
• Language: English
• ISBN: 0367540959
• ISBN13: 9780367540951
• Release Date: May 2022
• Publisher: CRC Press
• Length: 138 Pages
• Weight: 0.53 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"