All ebooks by Nuno Horta in PDF and EPUB
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All ebooks by Nuno Horta in PDF and EPUB


2  Book(s)
Download this eBook A Machine Learning based Pairs Trading Investment Strategy
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A Machine Learning based Pairs Trading Investment Strategy


Nuno Horta , Simão Moraes Sarmento


This book investigates the application of promising machine learning techniques to address two problems: (i) how to find profitable pairs while constraining the search space and (ii) how to avoid long decline periods due to prolonged divergent pairs. It also...

Publication date: 2020-07-13
Format: PDF, ePub
Publisher: Springer
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£59,99
Download this eBook Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs
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Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs


João Baúto , Nuno Horta , Rui Neves


This Brief presents a study of SAX/GA, an algorithm to optimize market trading strategies, to understand how the sequential implementation of SAX/GA and genetic operators work to optimize possible solutions.This study is later used as the baseline for the...

Publication date: 2018-02-03
Format: PDF
Publisher: Springer
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£44,99

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