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.
| ISBN: | 9783030683788 |
| Publication date: | 23rd February 2021 |
| Author: | Tomé Almeida Borges, Rui Neves |
| Publisher: | Springer an imprint of Springer International Publishing |
| Format: | Paperback |
| Pagination: | 93 pages |
| Series: | SpringerBriefs in Applied Sciences and Technology |
| Genres: |
Numerical analysis |
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.
Financial Data Resampling for Machine Learning Based Trading SpringerBriefs in Computational Intelligence features in the following genres: Numerical analysis
Financial Data Resampling for Machine Learning Based Trading SpringerBriefs in Computational Intelligence is available in Paperback
Financial Data Resampling for Machine Learning Based Trading SpringerBriefs in Computational Intelligence was written by Tomé Almeida Borges, Rui Neves and published by Springer an imprint of Springer International Publishing
Financial Data Resampling for Machine Learning Based Trading SpringerBriefs in Computational Intelligence has 93 pages
Yes it is part of SpringerBriefs in Applied Sciences and Technology series
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