Click to login and read the full article.
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600
Abstract
This study presents several insightful performance measurements for machine-learning trading systems. Machine-learning trading platforms are presumed to operate in a continuous time domain, whereas their learning configurations prompt recurring yet bounded improvements over time. The study provides practical estimation guidelines for the relevant parameters and further illustrates the functionality of the proposed scheme through some conjectural examples. The recommended performance measurements aim to help internal auditors of trading departments and regulatory institutions to better track errors at these automated systems.
- © 2015 Pageant Media Ltd
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600