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Expert Trading Systems on Hardback by John R. Wolberg
Expert Trading Systems on Hardback by John R. Wolberg
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Expert Trading Systems

Modeling Financial Markets with Kernel Regression
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Description

With the proliferation of computer programs to predict market direction, professional traders and sophisticated individual investors have increasingly turned to mathematical modeling to develop predictive systems. Kernel regression is a popular data modeling technique that can yield useful results fast. Provides data modeling methodology used to develop trading systems. Shows how to design, test, and measure the significance of results John R. Wolberg (Haifa, Israel) is professor of mechanical engineering at the Haifa Institute in Israel. He does research and consulting in data modeling in the financial services area.

Author Biography:

JOHN R. WOLBERG, PhD, is a professor of mechanical engineering at the Technion-Israel Institute of Technology in Haifa, Israel. An expert in financial data modeling, he does research and consulting for leading financial institutions, and has worked with some of the pioneers of computerized trading. Dr. Wolberg holds a bachelor's degree in mechanical engineering from Cornell University and a PhD in nuclear engineering from MIT.
Release date NZ
February 2nd, 2000
Audience
  • Professional & Vocational
Pages
256
Dimensions
161x241x23
ISBN-13
9780471345084
Product ID
3095416

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Mathematical modelling