Using machine learning for medium frequency derivative portfolio trading.
Abhijit SharangChetan RaoPublished in: CoRR (2015)
Keyphrases
- machine learning
- market data
- machine learning methods
- learning algorithm
- machine learning algorithms
- data mining
- natural language processing
- supervised learning
- pattern recognition
- active learning
- electronic commerce
- information extraction
- learning systems
- computer science
- computational biology
- machine learning approaches
- learning tasks
- explanation based learning
- trading strategies
- neural network
- knowledge acquisition
- text classification
- knowledge discovery
- data analysis
- reinforcement learning
- decision trees
- decision making
- computer vision
- text mining
- knowledge representation
- portfolio management
- investment strategies
- data sets
- sharpe ratio