Machine learning methods for discrete multi-scale fows : application to finance
This research work studies the problem of identifying and predicting the trends of a single financial target variable in a multivariate setting. The machine learning point of view on this problem is presented in chapter I. The efficient market hypothesis, which stands in contradiction with the objec...
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| Language: | ENG |
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École normale supérieure de Cachan - ENS Cachan
2012
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| Online Access: | http://tel.archives-ouvertes.fr/tel-00749717 http://tel.archives-ouvertes.fr/docs/00/74/97/17/PDF/Mahler2012.pdf |