Chen, Jun
Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
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- ISBN 13:
- 9780367540951
- author:
- Chen, Jun
- format:
- Paperback / softback
- publisher:
- CRC Press
- language:
- English
- Publication Year:
- 2022
- Pages:
- 138
- Dimensions:
- 23.4 x 15.6 centimetres (0.30 kg
- Genre:
- Computers, Server & Database, Data Mining,
- Condition:
- New
- Availability:
- Item usually sent within 10 working days
Description
Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading explores a new approach to financial data analysis, known as Directional Change. This method samples prices when the market changes direction, revealing information that other market participants may not see.
The book delves into various topics, including machine learning for regime change detection, regime characterisation using indicators defined under Directional Change, and algorithmic trading. By applying these concepts, readers can gain insights into market movements and develop more effective trading strategies.
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