Online Portfolio Selection: Principles and Algorithms

By Steven Chu Hong Hoi and Bin Li

Book Overview

This book investigates the OLPS problem. The authors unveil four innovative algorithms based on the cutting edge machine learning techniques and also detail a powerful trading simulation tools. The book includes MATLAB(R) code for simulation trading systems that use historical data to evaluate the performance of trading strategies.

• Format: Paperback
• Language: English
• ISBN: 1138894109
• ISBN13: 9781138894105
• Release Date: January 2024
• Publisher: CRC Press
• Length: 230 Pages
• Weight: 0.73 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"