An edition of Detecting Regime Change in Computational Finance
(2020)
Detecting Regime Change in Computational Finance
Data Science, Machine Learning and Algorithmic Trading
by Jun Chen and Edward P. K. Tsang
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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 | Availability |
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1
Detecting Regime Change in Computational Finance
2022, Taylor & Francis Group
in English
0367540959 9780367540951
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2
Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
2020, Taylor & Francis Group
in English
1000220362 9781000220360
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zzzz
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3
Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
2020, Taylor & Francis Group
in English
1000220265 9781000220261
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zzzz
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4
Detecting Regime Change in Computational Finance
2020, Taylor & Francis Group
in English
0367536285 9780367536282
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zzzz
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5
Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
2020, Taylor & Francis Group
in English
1003087590 9781003087595
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zzzz
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6
Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
2020, Taylor & Francis Group
in English
1000220168 9781000220162
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- Created August 26, 2020
- 2 revisions
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| December 15, 2022 | Edited by MARC Bot | import existing book |
| August 26, 2020 | Created by ImportBot | Imported from Better World Books record |