Expert Trading Systems "This book is an excellent introduction to advanced statistical modeling of financial markets. Wolberg's explanation of kernel regression is lucid and direct.
Author: John R. Wolberg
Publisher: John Wiley & Sons Incorporated
ISBN: UOM:39015055596210
Category: Business & Economics
Page: 264
View: 322
With the proliferation of computer programs to predict market direction, professional traders and sophisticated individual investors have increasingly turned to mathematical modeling to develop predictive systems. Kernel regression is a popular data modeling technique that can yield useful results fast. Provides data modeling methodology used to develop trading systems. * Shows how to design, test, and measure the significance of results John R. Wolberg (Haifa, Israel) is professor of mechanical engineering at the Haifa Institute in Israel. He does research and consulting in data modeling in the financial services area.
1 John R. Wolberg, Expert Trading Systems: Modeling Financial Markets Using Kernel Regression (New York: John Wiley & Sons, 2000). 2 A thorough presentation of both step-forward testing and optimum search techniques can be found in ...
Author: Perry J. Kaufman
Publisher: John Wiley & Sons
ISBN: 9781118236031
Category: Business & Economics
Page: 1208
View: 785
The ultimate guide to trading systems, fully revised and updated For nearly thirty years, professional and individual traders have turned to Trading Systems and Methods for detailed information on indicators, programs, algorithms, and systems, and now this fully revised Fifth Edition updates coverage for today's markets. The definitive reference on trading systems, the book explains the tools and techniques of successful trading to help traders develop a program that meets their own unique needs. Presenting an analytical framework for comparing systematic methods and techniques, this new edition offers expanded coverage in nearly all areas, including trends, momentum, arbitrage, integration of fundamental statistics, and risk management. Comprehensive and in-depth, the book describes each technique and how it can be used to a trader's advantage, and shows similarities and variations that may serve as valuable alternatives. The book also walks readers through basic mathematical and statistical concepts of trading system design and methodology, such as how much data to use, how to create an index, risk measurements, and more. Packed with examples, this thoroughly revised and updated Fifth Edition covers more systems, more methods, and more risk analysis techniques than ever before. The ultimate guide to trading system design and methods, newly revised Includes expanded coverage of trading techniques, arbitrage, statistical tools, and risk management models Written by acclaimed expert Perry J. Kaufman Features spreadsheets and TradeStation programs for a more extensive and interactive learning experience Provides readers with access to a companion website loaded with supplemental materials Written by a global leader in the trading field, Trading Systems and Methods, Fifth Edition is the essential reference to trading system design and methods updated for a post-crisis trading environment.
Author: Abdelhamid BouchachiaPublish On: 2010-09-01
[78] R. Shiller, “From Efficient Market Theory to Behavioral Finance”, Journal of Economic Perspectives, 17, (2003). ... [85] J.R. Woldberg, Expert Trading Systems: Modeling Financial Markets with Kernel Regression, (Wiley 2000).
Author: Abdelhamid Bouchachia
Publisher: Springer Science & Business Media
ISBN: 9789491216305
Category: Computers
Page: 306
View: 655
Over the past years, the appropriateness of Computational Intelligence (CI) techniques in modeling and optimization tasks pertaining to complex nonlinear dynamic systems has become indubitable, as attested by a large number of studies reporting on the successful application of CI models in nonlinear science (for example, adaptive control, signal processing, medical diagnostic, pattern formation, living systems, etc.). This volume summarizes the state-of-the-art of CI in the context of nonlinear dynamic systems and synchronization. Aiming at fostering new breakthroughs, the chapters in the book focus on theoretical, experimental and computational aspects of recent advances in nonlinear science intertwined with computational intelligence techniques. In addition, all the chapters have a tutorial-oriented structure.
J.R. Wolberg, Expert Trading Systems: Modeling Financial Markets with Kernel Regression (New York: John Wiley & Sons, 2000). 15. J.F. Elder IV and D.E. Brown, “Induction and Polynomial Networks,” in Network Models for Control and ...
Author: David Aronson
Publisher: John Wiley & Sons
ISBN: 9781118160589
Category: Business & Economics
Page: 544
View: 559
Evidence-Based Technical Analysis examines how you can apply the scientific method, and recently developed statistical tests, to determine the true effectiveness of technical trading signals. Throughout the book, expert David Aronson provides you with comprehensive coverage of this new methodology, which is specifically designed for evaluating the performance of rules/signals that are discovered by data mining.
[WO00] J. R. Wolberg, Expert Trading Systems: Modeling Financial Markets with Kernel Regression, Wiley, 2000. [ZE98] J. Zelis, SPSS Advanced Statistics 6.1, UCL Institut de Statistique, 1998. [ST03] Statistica Electronic Textbook, ...
Author: John Wolberg
Publisher: Springer Science & Business Media
ISBN: 9783540317203
Category: Mathematics
Page: 250
View: 881
Develops the full power of the least-squares method Enables engineers and scientists to apply the method to their specific problem Deals with linear as well as with non-linear least-squares, parametric as well as non-parametric methods
Blackwell 1.94 Wolberg, J. (2000): Expert Trading Systems: Modeling Financial Markets with Kernel Regression. Wiley 1.95 Zirilli, J. (1996): Financial Prediction Using Neural Networks. International Thomson Publishing 1.96 Zopounidis, ...
Author: Paul P. Wang
Publisher: Springer Science & Business Media
ISBN: 9783662063736
Category: Business & Economics
Page: 480
View: 546
Due to the ability to handle specific characteristics of economics and finance forecasting problems like e.g. non-linear relationships, behavioral changes, or knowledge-based domain segmentation, we have recently witnessed a phenomenal growth of the application of computational intelligence methodologies in this field. In this volume, Chen and Wang collected not just works on traditional computational intelligence approaches like fuzzy logic, neural networks, and genetic algorithms, but also examples for more recent technologies like e.g. rough sets, support vector machines, wavelets, or ant algorithms. After an introductory chapter with a structural description of all the methodologies, the subsequent parts describe novel applications of these to typical economics and finance problems like business forecasting, currency crisis discrimination, foreign exchange markets, or stock markets behavior.
[TV04] J. Tvrdik, I. Krivy, Comparison of Algorithms for Nonlinear Regression Estimates, Compstat'2004 Symposium, ... [WO00] J. R. Wolberg, Expert Trading Systems: Modeling Financial Markets with Kernel Regression, Wiley, 2000.
Author: John Wolberg
Publisher: Springer Science & Business Media
ISBN: 9783642115899
Category: Technology & Engineering
Page: 208
View: 857
Early in my career I was given the task of designing a sub-critical nuclear reactor facility that was to be used to perform basic research in the area of reactor physics. We planned to run a series of experiments to determine fundamental parameters related to the distribution of neutrons in such s- tems. I felt that it was extremely important to understand how the design would impact upon the accuracy of our results and as a result of this - quirement I developed a design methodology that I subsequently called prediction analysis. After working with this method for several years and applying it to a variety of different experiments, I wrote a book on the subject. Not surprisingly, it was entitled Prediction Analysis and was p- lished by Van Nostrand in 1967. Since the book was published over 40 years ago science and technology have undergone massive changes due to the computer revolution. Not - ly has available computing power increased by many orders of magnitude, easily available and easy to use software has become almost ubiquitous. In the 1960's my emphasis was on the development of equations, tables and graphs to help researchers design experiments based upon some we- known mathematical models. When I reconsider this work in the light of today's world, the emphasis should shift towards applying current techn- ogy to facilitate the design process.
The trend component is itself nonlinear, created using kernel regression. one process used for verifying that the ... Expert Trading Systems: Modeling Financial Markets Using Kernel Regression (New york: John Wiley & Sons, 2000).
Author: Mkt Tech Assoc
Publisher: John Wiley & Sons
ISBN: 9781119222712
Category: Business & Economics
Page: 1040
View: 186
Everything you need to pass Level III of the CMT Program CMT Level III 2016: The Integration of Technical Analysis fully prepares you to demonstrate competency integrating basic concepts in Level I with practical applications in Level II, by using critical analysis to arrive at well-supported, ethical investing and trading recommendations. Covered topics include: asset relationships, portfolio management, behavioral finance, volatility, analysis, and ethics. The Level III exam emphasizes risk management concepts as well as classical methods of technical analysis. This cornerstone guidebook of the Chartered Market Technician® Program will provide every advantage to passing Level III.
The Integration of Technical Analysis Wiley ... 1 John R. Wolberg, Expert Trading Systems: Modeling Financial Markets Using Kernel Regression (New York: John Wiley & Sons, 2000). 2 A thorough presentation of both step-forward testing ...
Author: Wiley
Publisher: John Wiley & Sons
ISBN: 9781119674566
Category: Business & Economics
Page: 944
View: 930
Everything you need to pass Level III of the CMT Program CMT Level III 2020: The Integration of Technical Analysis fully prepares you to demonstrate competency integrating basic concepts in Level I with practical applications in Level II, by using critical analysis to arrive at well-supported, ethical investing and trading recommendations. Covered topics include: asset relationships, portfolio management, behavioral finance, volatility, and analysis. The Level III exam emphasizes risk management concepts as well as classical methods of technical analysis. This cornerstone guidebook of the Chartered Market Technician® Program will provide every advantage to passing Level III CMT Exam.
The Integration of Technical Analysis Wiley ... 1 John R. Wolberg, Expert Trading Systems: Modeling Financial Markets Using Kernel Regression (New York: John Wiley & Sons, 2000). 2 A thorough presentation of both step-forward testing ...
Author: Wiley
Publisher: John Wiley & Sons
ISBN: 9781119543558
Category: Business & Economics
Page: 944
View: 449
Everything you need to pass Level III of the CMT Program CMT Level III 2019: The Integration of Technical Analysis fully prepares you to demonstrate competency integrating basic concepts in Level I with practical applications in Level II, by using critical analysis to arrive at well-supported, ethical investing and trading recommendations. Covered topics include: asset relationships, portfolio management, behavioral finance, volatility, and analysis. The Level III exam emphasizes risk management concepts as well as classical methods of technical analysis. This cornerstone guidebook of the Chartered Market Technician® Program will provide every advantage to passing Level III CMT Exam.