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• Archive: $75 $20 - Expert Trading Systems - John R. Wolberg About this bookWith the proliferation of computer programs to predict market direction, professional traders and sophisticated individual investors have increasingly turned to mathematical modeling to develop predictive systems.
• Kernel regression is a popular data modeling technique that can yield useful results fast.Provides data modeling methodology used to develop trading systems.Shows how to design, test, and measure the significance of resultsJohn R. Wolberg (Haifa, Israel) is professor of mechanical engineering at the Haifa Institute in Israel.
• He does research and consulting in data modeling in the financial services area.From the Inside FlapExpert Trading Systems This book is an excellent introduction to advanced statistical modeling of financial markets.
• Wolberg’s explanation of kernel regression is lucid and direct.
• The author carefully leads readers through each stage of a trade system design and points out to them any potential difficulties they might encounter along the way.