Tome Almeida Borges,
Tomé Almeida Borges,
Rui Neves
Financial Data Resampling for Machine Learning Based Trading
Application to Cryptocurrency Markets
Paperback Engels 2021 9783030683788Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
This book presents a system that combines the expertise of four algorithms, namely Gradient Tree Boosting, Logistic Regression, Random Forest and Support Vector Classifier to trade with several cryptocurrencies. A new method for resampling financial data is presented as alternative to the classical time sampled data commonly used in financial market trading. The new resampling method uses a closing value threshold to resample the data creating a signal better suited for financial trading, thus achieving higher returns without increased risk. The performance of the algorithm with the new resampling method and the classical time sampled data are compared and the advantages of using the system developed in this work are highlighted.
Specificaties
ISBN13:9783030683788
Taal:Engels
Bindwijze:paperback
Uitgever:Springer International Publishing
Lezersrecensies
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Inhoudsopgave
<p>Chapter 1 - Introduction </p>
<p>Chapter 2 - Related work </p>
<p>Chapter 3 - Implementation </p>
<p>Chapter 4 - Results </p>
<p>Chapter 5 - Conclusions and future work </p>
<p>Chapter 2 - Related work </p>
<p>Chapter 3 - Implementation </p>
<p>Chapter 4 - Results </p>
<p>Chapter 5 - Conclusions and future work </p>
Rubrieken
- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
- psychologie
- reclame en verkoop
- strategisch management
- verandermanagement
- werk en loopbaan