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Expert Trading Systems: Modeling Financial Markets With Kernel Regression

by John R. Wolberg

  • ISBN: 9780471345084
  • ISBN10: 0471345083

Expert Trading Systems: Modeling Financial Markets With Kernel Regression

by John R. Wolberg

  • List Price: $89.50
  • Binding: Hardcover
  • Publisher: John Wiley & Sons
  • Publish date: 01/01/2000
  • ISBN: 9780471345084
  • ISBN10: 0471345083
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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
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