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· 제목 : Detecting Regime Change in Computational Finance : Data Science, Machine Learning and Algorithmic Trading (Hardcover) 
· 분류 : 외국도서 > 경제경영 > 재무/회계 > 금융
· ISBN : 9780367536282
· 쪽수 : 164쪽
· 분류 : 외국도서 > 경제경영 > 재무/회계 > 금융
· ISBN : 9780367536282
· 쪽수 : 164쪽
목차
1. Introduction. 2. Background and Literature Survey. 3. Regime Change Detection using Directional Change Indicators. 4. Classification of Normal and Abnormal Regimes in Financial Markets. 5. Tracking Regime Changes using Directional Change Indicators. 6. Algorithmic Trading based on Regime Change Tracking. 7. Conclusion. Appendix A. A Formal Definition of Directional Change. Appendix B. Extended Results of Chapter. 3 Appendix C. Experiment Summary of Chapter. 4 Appendix D. Detected Regime Changes in Chapter.
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