31 October
Download Expert Trading Systems: Modeling Financial Markets with Kernel Regression - John R. Wolberg
Expert Trading Systems: Modeling Financial Markets with Kernel Regression

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.

Author: John R. Wolberg
Pages: 235 pages
Format: PDF
Size: 38.09 Mb
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