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Financial Data Resampling for Machine Learning Based Trading

Financial Data Resampling for Machine Learning Based Trading

von Rui Neves und Tomé Almeida Borges
Softcover - 9783030683788
69,54 €
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Beschreibung

This book presents a system that combines the expertise of four algorithms, namely Gradient Tree Boosting, Logistic Regression, Random Forest and Support Vector Classifier to trade with several cryptocurrencies. A new method for resampling financial data is presented as alternative to the classical time sampled data commonly used in financial market trading. The new resampling method uses a closing value threshold to resample the data creating a signal better suited for financial trading, thus achieving higher returns without increased risk. The performance of the algorithm with the new resampling method and the classical time sampled data are compared and the advantages of using the system developed in this work are highlighted.

Application to Cryptocurrency Markets

Details

Verlag Springer International Publishing
Ersterscheinung 23. Februar 2021
Maße 23.5 cm x 15.5 cm
Gewicht 184 Gramm
Format Softcover
ISBN-13 9783030683788
Auflage 1st ed. 2021
Seiten 93

Schlagwörter

Computational Mathematics and Numerical Analysis, Numerische Mathematik

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