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Anglický jazyk
Path Signatures in Machine Learning-based Analysis
Autor: Milan Kuzmanovic
This paper examines the application of the rough paths theory in modelling of financial time series. The theory of rough paths provides a way to effectively and efficiently capture the relevant information about rough signals, which can be used in machine... Viac o knihe
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O knihe
This paper examines the application of the rough paths theory in modelling of financial time series. The theory of rough paths provides a way to effectively and efficiently capture the relevant information about rough signals, which can be used in machine learning modelling. This approach is applied to twelve stock market indexes with a goal to predict the sign of their daily returns (positive or negative) and their realized daily volatility.
- Vydavateľstvo: AV Akademikerverlag
- Rok vydania: 2018
- Formát: Paperback
- Rozmer: 220 x 150 mm
- Jazyk: Anglický jazyk
- ISBN: 9786202220750
