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"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...
Author
Description
Presents brief descriptions of selected scientific principles to illustrate the interplay between science, engineering and society. Case studies emphasize technological developments growing directly from scientific discoveries, such as telegraphy as a result of discoveries in electromagnetism.
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