Machine learning for financial market prediction
The usage of machine learning techniques for the prediction of financial time series is investigated. Both discriminative and generative methods are considered and compared to more standard financial prediction techniques. Generative methods such as Switching Autoregressive Hidden Markov and changep...
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University College London (University of London)
2012
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.565794 |