Sparse machine learning methods for financial signal processing

• Main Author: Pucha Srinivasa Sai Chakravarthy
• Other Authors: Justin Dauwels
• Format: Theses and Dissertations
• Language: English
• Published: 2017
• Subjects: DRNTU::Engineering::Electrical and electronic engineering
• Online Access: http://hdl.handle.net/10356/72617
• Institution: Nanyang Technological University

Ever since stock trading came into force, financial economists are keen on identifying optimal methods that track stock movements and make a prediction on future prices with a high degree of accuracy. One such research problem is portfolio optimization. Ever since then an extensive research has bee...