Algorithmes d''apprentissage En Gestion de Portefeuille [French]

by Nicolas Chapados and Chapados-N

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Les algorithmes d'apprentissage automatique, tels que les reseaux de neurones, jouent un role croissant en gestion de portefeuille. Ce livre propose et compare deux paradigmes d'entrainement de reseaux de neurones en gestion de portefeuille: un premier consistant a entrainer le reseau a prevoir les premiers moments de la distribution conditionnelle des rendements des actifs puis a rendre une decision de repartition moyenne-variance classique, et un...

Format:Paperback

Language:French

ISBN:6131534098

ISBN13:9786131534096

Release Date:September 2010

Publisher:Omniscriptum

Length:172 Pages

Weight:0.57 lbs.

Dimensions:0.4" x 6.0" x 9.0"

Related Subjects

Computers Computers & Technology Literary Criticism Literary Criticism & Collections

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Algorithmes d''apprentissage En Gestion de Portefeuille [French]

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