Detecting regime change in computational finance : (Record no. 128722)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04053cam a2200577 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 9781003087595 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | FlBoTFG |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220509193035.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cnu---unuuu |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 200620t20212021flua ob 001 0 eng |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | OCoLC-P |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | OCoLC-P |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781003087595 |
| -- | electronic book |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1003087590 |
| -- | electronic book |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9780367536282 |
| -- | hardcover |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781000220162 |
| -- | (electronic bk. : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1000220168 |
| -- | (electronic bk. : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781000220360 |
| -- | (electronic bk. : EPUB) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1000220362 |
| -- | (electronic bk. : EPUB) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9780367540951 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781000220261 |
| -- | (electronic bk. : Mobipocket) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1000220265 |
| -- | (electronic bk. : Mobipocket) |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)1164826779 |
| Canceled/invalid control number | (OCoLC)1197637267 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC-P)1164826779 |
| 050 04 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG176.7 |
| Item number | .C44 2021 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 004000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | COM |
| Subject category code subdivision | 037000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | UMB |
| Source | bicssc |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.01/511352 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Chen, Jun, |
| Dates associated with a name | 1990 February 16- |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Detecting regime change in computational finance : |
| Remainder of title | data science, machine learning and algorithmic trading / |
| Statement of responsibility, etc | Jun Chen, Edward P K Tsang. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | First edition. |
| 264 #1 - | |
| -- | Boca Raton : |
| -- | CRC Press, Taylor & Francis Group, |
| -- | 2021. |
| 264 #4 - | |
| -- | ©2021 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xxvi, 138 pages) : |
| Other physical details | illustrations (some color) |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Background and literature survey -- Regime change detection using directional change indicators -- Classification of normal and abnormal regimes in financial markets -- Tracking regime changes using directional change indicators -- Algorithmic trading based on regime change tracking. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, Detecting Regime Change in Computational Finance: Data Science, Machine Learning and, Algorithmic Trading applies machine learning to financial market monitoring and algorithmic trading. Directional Change is a new way of summarizing price changes in the market. Instead of sampling prices at fixed intervals (such as daily closing in time series), it samples prices when the market changes direction ("zigzag"). By sampling data in a different way, the book lays out concepts which enable the extraction of information that other market participants may not be able to see. The book includes a Foreword by Richard Olsen and explores the following topics: Data science: as an alternative to time series, price movements in a market can be summarised as directional changes Machine learning for regime change detection: historical regime changes in a market can be discovered by a Hidden Markov Model Regime characterisation: normal and abnormal regimes in historical data can be characterised using indicators defined under Directional Change Market Monitoring: by using historical characteristics of normal and abnormal regimes, one can monitor the market to detect whether the market regime has changed Algorithmic trading: regime tracking information can help us to design trading algorithms It will be of great interest to researchers in computational finance, machine learning, and data science"-- |
| -- | Provided by publisher. |
| 588 ## - | |
| -- | OCLC-licensed vendor bibliographic record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Financial engineering |
| General subdivision | Methodology. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stocks |
| General subdivision | Prices |
| -- | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Hidden Markov models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Expectation-maximization algorithms. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS / Arithmetic |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | COMPUTERS / Machine Theory |
| Source of heading or term | bisacsh |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Tsang, Edward, |
| Relator term | author. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Taylor & Francis |
| Uniform Resource Identifier | https://www.taylorfrancis.com/books/9781003087595 |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | OCLC metadata license agreement |
| Uniform Resource Identifier | http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf |
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