Artificial Intelligence for Financial Markets

Name: Artificial Intelligence for Financial Markets
Brand: Springer Nature Switzerland AG
SKU: 9783030973186
Price: 543.99 PLN
Availability: InStock

The Polymodel Approach

Autor: Thomas Barrau, Raphael Douady

Język:

Oprawa: Twarda

Wydawca: Springer Nature Switzerland AG

Dostępność: Dostępna u dostawcy

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543.99 zł

This book introduces the novel artificial intelligence technique of polymodels and applies it to the...

Informacje o książce

Autor

Thomas Barrau, Raphael Douady

Język

Angielski

Oprawa

Książka - Twarda

Data wydania

2022

strony

172

EAN

9783030973186

Enbook ID

38633862

Wydawca

Springer Nature Switzerland AG

Waga

453

Wymiary

155 x 235 x 16

Pełny opis

This book introduces the novel artificial intelligence technique of polymodels and applies it to the prediction of stock returns. The idea of polymodels is to describe a system by its sensitivities to an environment, and to monitor it, imitating what a natural brain does spontaneously. In practice this involves running a collection of non-linear univariate models. This very powerful standalone technique has several advantages over traditional multivariate regressions. With its easy to interpret results, this method provides an ideal preliminary step towards the traditional neural network approach. The first two chapters compare the technique with other regression alternatives and introduces an estimation method which regularizes a polynomial regression using cross-validation. The rest of the book applies these ideas to financial markets. Certain equity return components are predicted using polymodels in very different ways, and a genetic algorithm is described which combines these different predictions into a single portfolio, aiming to optimize the portfolio returns net of transaction costs. Addressed to investors at all levels of experience this book will also be of interest to both seasoned and non-seasoned statisticians.

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Artificial Intelligence for Financial Markets

The Polymodel Approach

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