Expert trading systems - John R Wolberg

With the proliferation of computer programs to predict marketdirection, professional traders and sophisticated individualinvestors have increasingly turned to mathematical modeling todevelop predictive systems. Kernel regression is a popular datamodeling technique that can yield useful results fast.

Provides data modeling methodology used to develop tradingsystems.
* Shows how to design, test, and measure the significance ofresults

John R. Wolberg (Haifa, Israel) is professor of mechanicalengineering at the Haifa Institute in Israel. He does research andconsulting in data modeling in the financial services area.