Machine Learning for Financial Engineering
- ISBN-10
- 1848168136
- ISBN-13
- 9781848168138
- Category
- Business & Economics
- Pages
- 250
- Language
- English
- Published
- 2012
- Publisher
- World Scientific
- Authors
- Harro Walk, György Ottucsák
Description
Preface v 1 On the History of the Growth-Optimal Portfolio M. M. Christensen 1 2 Empirical Log-Optimal Portfolio Selections: A Survey L. Györfi Gy. Ottucsáak A. Urbán 81 3 Log-Optimal Portfolio-Selection Strategies with Proportional Transaction Costs L. Györfi H. Walk 119 4 Growth-Optimal Portfoho Selection with Short Selling and Leverage M. Horváth A. Urbán 153 5 Nonparametric Sequential Prediction of Stationary Time Series L. Györfi Gy. Ottucsák 179 6 Empirical Pricing American Put Options L. Györfi A. Telcs 227 Index 249
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