Financial Data Resampling for Machi - E-book

eBook

Financial Data Resampling For Machine Learning Based Trading - ENG

Application To Cryptocurrency Markets

Tomé Almeida Borges; Rui Neves

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$1,400.00

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Sinopsis

ISBN:	9783030683795
Formato:	ePub
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Matemáticas
Subtema:	Análisis Numérica
Año de publicación:	2021-02-22

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.

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