دانلود کتاب Financial Data Resampling for Machine Learning Based Trading: Application to Cryptocurrency Markets

Name: Financial Data Resampling for Machine Learning Based Trading: Application to Cryptocurrency Markets
Availability: InStock
Author: Tomé Almeida Borges
ISBN: 9783030683795,9783030683788

by Tomé Almeida Borges, Rui Neves

عنوان فارسی: نمونهگیری مجدد دادههای مالی برای تجارت مبتنی بر یادگیری ماشین: کاربرد در بازارهای ارزهای دیجیتال
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 0
شابک: 9783030683795,9783030683788
نوع فایل: EPUB دانلود نرم افزار مطالعه
حجم: 9.64 مگابایت

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جزییات کتاب

This book presents a system that combines the expertise of four algorithms, namely Gradient Tree Boosting, Logistic Regression, Random Forest and Support Vector Classifier to trade with several cryptocurrencies. A new method for resampling financial data is presented as alternative to the classical time sampled data commonly used in financial market trading. The new resampling method uses a closing value threshold to resample the data creating a signal better suited for financial trading, thus achieving higher returns without increased risk. The performance of the algorithm with the new resampling method and the classical time sampled data are compared and the advantages of using the system developed in this work are highlighted.