Expert Trading Systems: Modeling Financial Markets with Kernel Regression by John R. Wolberg, Wolberg

Expert Trading Systems: Modeling Financial Markets with Kernel Regression


Expert.Trading.Systems.Modeling.Financial.Markets.with.Kernel.Regression.pdf
ISBN: 9780471345084 | 256 pages | 13 Mb

Download Expert Trading Systems: Modeling Financial Markets with Kernel Regression



Expert Trading Systems: Modeling Financial Markets with Kernel Regression John R. Wolberg, Wolberg
Publisher: Wiley, John & Sons, Incorporated


Expert Trading Systems "This book is an excellent introduction to advanced statistical modeling of financial markets. Wolberg's explanation of kernel regression is lucid and direct. The author carefully leads readers through each stage of a trade system design and points out to them any potential difficulties they might encounter along the way. In addition, the examples give a concrete grasp of the subject without getting tangled up in any lengthy mathematical derivation." -Peter F. Borish, President, Computer Trading Corporation "The successful application of advanced modeling methods to the development of expert trading systems and financial market forecasting models requires both ...

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