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Machine Learning Methods in Algorithmic Trading Strategy Optimization – Design and Time Efficiency

strategies operated on daily data, taking position each trading day. The length of in-sample period was big enough to make sure that the different market trends were included for all-time series. On the other hand, the out-of-sample length allowed to properly validate strategies and assess overfitting level. The most rapid growth of value was observed for AAPL stock, whose price increased on average by around 35% annually. The disproportion between the profitability of AAPL and other assets did not diminish, after adjusting for risk and applying terms of IR measure

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Should Non-Euro Area Countries Join the Single Supervisory Mechanism?

://register.consilium.europa.eu/pdf/en/12/st17/st17812.en12.pdf. Danske Bank (2012). Danish support packages for the financial and corporate sectors. Available at http://danskebank.com/da-dk/ir/Documents/Presentations/2012/201203-Danish-Support-Packages.pdf. Danske Bank (2013). The Danske Bank Group Annual Report 2012. Available at http://www.danskebank.com/en-uk/ir/Documents/2012/Q4/Annualreport-2012.pdf. Darvas, Z. (2011). A Tale of Three Countries: Recovery after Banking Crises. Bruegel Policy Contribution, 2011/19. De Sousa, C., Wolff

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