Detecting Regime Change in Computational Finance - Info and Reading Options
Data Science, Machine Learning and Algorithmic Trading
By Jun Chen and Edward P. K. Tsang
"Detecting Regime Change in Computational Finance" was published by Taylor & Francis Group in 2020, it has 144 pages and the language of the book is English.
“Detecting Regime Change in Computational Finance” Metadata:
- Title: ➤ Detecting Regime Change in Computational Finance
- Authors: Jun ChenEdward P. K. Tsang
- Language: English
- Number of Pages: 144
- Publisher: Taylor & Francis Group
- Publish Date: 2020
“Detecting Regime Change in Computational Finance” Subjects and Themes:
- Subjects: ➤ Financial engineering - Methodology - Finance - Mathematical models - Stocks - Prices - Hidden Markov models - Expectation-maximization algorithms - Ingénierie financière - Méthodologie - Finances - Modèles mathématiques - Actions (Titres de société) - Prix - Modèles de Markov cachés - Algorithmes EM - MATHEMATICS / Arithmetic - COMPUTERS / Machine Theory
Edition Identifiers:
- The Open Library ID: OL29531145M - OL21703346W
- ISBN-13: 9781000220360
- All ISBNs: 9781000220360
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