{"product_id":"path-signatures-in-machine-learning-based-analysis-of-financial-time-series-von-milan-kuzmanovic","title":"Path Signatures in Machine Learning-based Analysis","description":"\u003cp\u003eThis 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.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9786202220750\"\u003e\u003ch3\u003eof Financial Time Series\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9786202220750","offer_id":39464800026717,"sku":"9786202220750","price":54.9,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/74223a25-89a9-42a3-a496-308039b4551a.jpg?v=1776146227","url":"https:\/\/shop.autorenwelt.de\/products\/path-signatures-in-machine-learning-based-analysis-of-financial-time-series-von-milan-kuzmanovic","provider":"Autorenwelt Shop","version":"1.0","type":"link"}