13.08.2022 Views

advanced-algorithmic-trading

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

500

[18] Wikipedia: Viterbi algorithm. https://en.wikipedia.org/wiki/Viterbi_algorithm,

2016.

[19] Arnold, G. Financial Times Guide to the Financial Markets. Financial Times/Prentice

Hall, 2011.

[20] Barber, D. Bayesian Reasoning and Machine Learning. Cambridge University Press, 2012.

[21] Bird, S., Klein, E., and Loper, E. Natural Language Processing with Python. O’Reilly

Media, 2009.

[22] Bishop, C. Pattern Recognition and Machine Learning. Springer, 2007.

[23] Bollen, J., Mao, H., and Zeng, X. Twitter mood predicts the stock market. CoRR,

abs/1010.3003, 2010.

[24] Bollerslev, T. Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics,

31(3):307–327, 1986.

[25] Box, G., Jenkins, G., Reinsel, G., and Ljung, G. Time Series Analysis: Forecasting and

Control, 5th Ed. Wiley-Blackwell, 2015.

[26] Breiman, L. Bagging predictors. Machine Learning, 24(2):123–140, 1996.

[27] Breiman, L. Random forests. Machine Learning, 45(1):5–32, 2001.

[28] Brockman, G., Cheung, V., Pettersson, L., Schneider, J., Schulman, J., Tang, J., and

Zaremba, W. Openai gym.

[29] Brockwell, P. and Davis, R. Time Series: Theory and Methods. Springer, 2009.

[30] Carvahlo, C. M. and West, M. Dynamic matrix-variate graphical models. Bayesian Analysis,

2(1):69–98, 2007.

[31] Chan, E. P. Quantitative Trading: How to Build Your Own Algorithmic Trading Business.

John Wiley & Sons, 2009.

[32] Chan, E. P. Algorithmic Trading: Winning Strategies And Their Rationale. John Wiley &

Sons, 2013.

[33] Chang, C. and Lin, C. Libsvm: A library for support vector machines. http://www.csie.

ntu.edu.tw/~cjlin/papers/libsvm.pdf, 2013.

[34] Cortes, C. and Vapnik, V. Support vector networks. Machine Learning, 20(3):273, 1995.

[35] Cowpertwait, P. and Metcalfe, A. Introductory Time Series with R. Springer, 2009.

[36] Davidson-Pilon, C. Probabilistic Programming & Bayesian Methods for Hackers, 2016.

[37] Dickey, D. A. and Fuller, W. A. Distribution of the estimators for autoregressive time

series with a unit root. Journal of the American Statistical Association, 74(366):427–431,

1979.

[38] Duane, S. and et al. Hybrid monte carlo. Physics Letters B, 195(2):216–222, 1987.

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!