[PDF.72mn] Financial Signal Processing and Machine Learning (Wiley - IEEE)

Financial Signal Processing and Machine Learning (Wiley - IEEE)

[PDF.ty41] Financial Signal Processing and Machine Learning (Wiley - IEEE)

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 | #1407052 in Books |  2016-05-31 | Original language:English |  9.90 x.80 x6.90l,.0 | File type: PDF | 312 pages

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||5 of 6 people found the following review helpful.| some interesting chapters|By Gingerbread|I really enjoyed the chapter on sparse markowitz portfolios, on statistical measures of dependence, and connections between cVaR risk and support vector machines. Some chapters are well written and others are harder to read -- but most of the topics are interesting and go beyond the standard material in quant books. Note that the book is|From the Back Cover|The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of rece

The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of recent advances made in signal processing and machine learning for the design and management of investment portfolios and financial engineering. This book bridges the gap between these disciplines, offering the latest information on key ...

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