Buy Online Portfolio Selection by Steven Chu Hong Hoi
Home > Business & Economics > Finance & accounting > Finance > Insurance & actuarial studies > Online Portfolio Selection
Online Portfolio Selection

Online Portfolio Selection


     0     
5
4
3
2
1



International Edition


About the Book

With the aim to sequentially determine optimal allocations across a set of assets, Online Portfolio Selection (OLPS) has significantly reshaped the financial investment landscape. Online Portfolio Selection: Principles and Algorithms supplies a comprehensive survey of existing OLPS principles and presents a collection of innovative strategies that leverage machine learning techniques for financial investment.

The book presents four new algorithms based on machine learning techniques that were designed by the authors, as well as a new back-test system they developed for evaluating trading strategy effectiveness. The book uses simulations with real market data to illustrate the trading strategies in action and to provide readers with the confidence to deploy the strategies themselves. The book is presented in five sections that:

  1. Introduce OLPS and formulate OLPS as a sequential decision task
  2. Present key OLPS principles, including benchmarks, follow the winner, follow the loser, pattern matching, and meta-learning
  3. Detail four innovative OLPS algorithms based on cutting-edge machine learning techniques
  4. Provide a toolbox for evaluating the OLPS algorithms and present empirical studies comparing the proposed algorithms with the state of the art
  5. Investigate possible future directions

Complete with a back-test system that uses historical data to evaluate the performance of trading strategies, as well as MATLAB(R) code for the back-test systems, this book is an ideal resource for graduate students in finance, computer science, and statistics. It is also suitable for researchers and engineers interested in computational investment.

Readers are encouraged to visit the authors' website for updates: http: //olps.stevenhoi.org.


About the Author:

Dr. Bin Li received a bachelor's degree in computer science from Huazhong University of Science and Technology, Wuhan, China, and a bachelor's degree in economics from Wuhan University, Wuhan, China, in 2006. He earned a PhD degree from the School of Computer Engineering of Nanyang Technological University, Singapore, in 2013. He completed the CFA Program in 2013 and is currently an associate professor of finance at the Economics and Management School of Wuhan University. Dr. Li was a postdoctoral research fellow at the Nanyang Business School of Nanyang Technological University. His research interests are computational finance and machine learning. He has published several academic papers in premier conferences and journals.

Dr. Steven C.H. Hoi
received his bachelor's degree in computer science from Tsinghua University, Beijing, China, in 2002, and both his master's and PhD degrees in computer science and engineering from The Chinese University of Hong Kong, Hong Kong, China, in 2004 and 2006, respectively. He is currently an associate professor in the School of Information Systems, Singapore Management University, Singapore. Prior to joining SMU, he was a tenured associate professor in the School of Computer Engineering, Nanyang Technological University, Singapore. His research interests are machine learning and data mining and their applications to tackle real-world big data challenges across varied domains, including computational finance, multimedia information retrieval, social media, web search and data mining, computer vision and pattern recognition, and so on.


Best Sellers



Product Details
  • ISBN-13: 9781138894105
  • Publisher: Taylor & Francis Ltd
  • Binding: Paperback
  • Language: English
  • Returnable: N
  • Sub Title: Principles and Algorithms
  • Width: 156 mm
  • ISBN-10: 1138894109
  • Publisher Date: 22 Oct 2017
  • Height: 233 mm
  • No of Pages: 212
  • Spine Width: 0 mm
  • Weight: 750 gr


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Online Portfolio Selection
Taylor & Francis Ltd -
Online Portfolio Selection
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Online Portfolio Selection

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    New Arrivals



    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!