Financial Data Resampling for Machine Learning Based Trading/数字加密货币

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Textbook:
Financial Data Resampling for Machine Learning Based Trading: Application to Cryptocurrency MarketsAuthor(s): Tomé Almeida Borges; Rui Neves

Description:
This textbook 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.



Financial Data Resampling for Machine Learning Based Trading_ Application to Cry.epub (9.64 MB, 需要: RMB 19 元)

2025-1-30 07:41:42 上传

需要: RMB 19 元  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：Resampling financial Learning Sampling Financia