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Financial Data Resampling for Machine Learning Based Trading: Application to Cryptocurrency Markets - SpringerBriefs in Applied Sciences and Technology Tome Almeida Borges 1st ed. 2021 edition
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Financial Data Resampling for Machine Learning Based Trading: Application to Cryptocurrency Markets - SpringerBriefs in Applied Sciences and Technology
Tome Almeida Borges
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.
93 pages, 28 Illustrations, color; 2 Illustrations, black and white; XV, 93 p. 30 illus., 28 illus.
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 23 de febrero de 2021 |
| ISBN13 | 9783030683788 |
| Editores | Springer Nature Switzerland AG |
| Páginas | 93 |
| Dimensiones | 155 × 233 × 10 mm · 186 g |
| Lengua | Alemán |
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