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John R. Wolberg

Expert Trading Systems: Modeling Financial Markets with Kernel Regression

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ISBN: 0471345083, 9780471345084
Издательство: Wiley
Год издания: 2000
Страниц: 236
Expert Trading Systems "This book is an excellent introduction to advanced statistical modeling of financial markets. Wolberg?s explanation of kernel regression is lucid and direct. The author carefully leads readers through each stage of a trade system design and points out to them any potential difficulties they might encounter along the way. In addition, the examples give a concrete grasp of the subject without getting tangled up in any lengthy mathematical derivation." ?Peter F. Borish, President, Computer Trading Corporation "The successful application of advanced modeling methods to the development of expert trading systems and financial market forecasting models requires both theoretical and practical knowledge. Wolberg was a pioneer in the development and application of kernel regression modeling to this area, and his book displays both deep theoretical understanding and practical knowledge in a highly readable how-to manner. Moreover, Wolberg?s advanced kernel...