Artificial Intelligence for Financial Markets: The Polymodel Approach by Thomas Barrau
English | EPUB | 2022 | 182 Pages | ISBN : 3030973182 | 18.2 MB
This book introduces the novel artificial intelligence technique of polymodels and applies it to the prediction of stock returns. The idea of polymodels is to describe a system by its sensitivities to an environment, and to monitor it, imitating what a natural brain does spontaneously. In practice this involves running a collection of non-linear univariate models. This very powerful standalone technique has several advantages over traditional multivariate regressions. With its easy to interpret results, this method provides an ideal preliminary step towards the traditional neural network approach.