Expert Trading Systems
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Home > Business and Economics > Finance and accounting > Finance and the finance industry > Investment and securities > Expert Trading Systems: Modeling Financial Markets with Kernel Regression(Wiley Trading)
Expert Trading Systems: Modeling Financial Markets with Kernel Regression(Wiley Trading)

Expert Trading Systems: Modeling Financial Markets with Kernel Regression(Wiley Trading)


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About the Book

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.

Table of Contents:
Data Modeling of Time Series. Kernel Regression. High-Performance Kernel Regression. Kernel Regression Software Performance. Modeling Strategies. Creating Trading Systems. Appendices. Bibliography. Index.

About the Author :
JOHN R. WOLBERG, PhD, is a professor of mechanical engineering at the Technion-Israel Institute of Technology in Haifa, Israel. An expert in financial data modeling, he does research and consulting for leading financial institutions, and has worked with some of the pioneers of computerized trading. Dr. Wolberg holds a bachelor's degree in mechanical engineering from Cornell University and a PhD in nuclear engineering from MIT.


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Product Details
  • ISBN-13: 9780471345084
  • Publisher: John Wiley & Sons Inc
  • Publisher Imprint: John Wiley & Sons Inc
  • Height: 241 mm
  • No of Pages: 256
  • Returnable: N
  • Spine Width: 23 mm
  • Weight: 598 gr
  • ISBN-10: 0471345083
  • Publisher Date: 02 Feb 2000
  • Binding: Hardback
  • Language: English
  • Returnable: N
  • Series Title: Wiley Trading
  • Sub Title: Modeling Financial Markets with Kernel Regression
  • Width: 161 mm


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