خرید و دانلود نسخه کامل کتاب Detecting regime change in computational finance: data science, machine learning and algorithmic trading – Original PDF

This book is about data analysis in finance. What useful informa tion could one extract from data? To allow us to go into great depth in this book, we focus on information about regime changes, which means changes in the collective behaviour of the traders in the market. Being able to recognize regime changes in the market is impor tant for traders and regulators. This book starts by asking “what are the data telling us about the market”. Then it explains how the infor mation extracted from the data could help us monitor the market, to see whether it has entered a different regime. Then, as a proof of con cept, it explains how a trader could benefit from such information. We shall explain that both knowledge representation and machine learning (two important branches of Artificial Intelligence (AI)) play important roles in information extraction