LEADER 03596nam 22007215 450 001 9910438058903321 005 20200702193415.0 010 $a1-283-90903-0 010 $a3-642-33110-6 024 7 $a10.1007/978-3-642-33110-7 035 $a(CKB)3400000000086050 035 $a(EBL)1082649 035 $a(OCoLC)812289658 035 $a(SSID)ssj0000767069 035 $a(PQKBManifestationID)11421292 035 $a(PQKBTitleCode)TC0000767069 035 $a(PQKBWorkID)10732972 035 $a(PQKB)10844750 035 $a(DE-He213)978-3-642-33110-7 035 $a(MiAaPQ)EBC1082649 035 $a(PPN)168323559 035 $a(EXLCZ)993400000000086050 100 $a20120928d2013 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aInvestment Strategies Optimization based on a SAX-GA Methodology /$fby António M.L. Canelas, Rui F.M.F. Neves, Nuno C.G. Horta 205 $a1st ed. 2013. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2013. 215 $a1 online resource (89 p.) 225 1 $aSpringerBriefs in Computational Intelligence,$x2625-3704 300 $aDescription based upon print version of record. 311 $a3-642-33109-2 320 $aIncludes bibliographical references. 327 $aIntroduction -- Market Analysis Background and Related Work -- SAX-GA Approach -- Results -- Conclusions and Future Work. 330 $aThis book presents a new computational finance approach combining a Symbolic Aggregate approXimation (SAX) technique with an optimization kernel based on genetic algorithms (GA). While the SAX representation is used to describe the financial time series, the evolutionary optimization kernel is used in order to identify the most relevant patterns and generate investment rules. The proposed approach considers several different chromosomes structures in order to achieve better results on the trading platform The methodology presented in this book has great potential on investment markets. 410 0$aSpringerBriefs in Computational Intelligence,$x2625-3704 606 $aComputational intelligence 606 $aArtificial intelligence 606 $aMacroeconomics 606 $aEconomics, Mathematical  606 $aComputational Intelligence$3https://scigraph.springernature.com/ontologies/product-market-codes/T11014 606 $aArtificial Intelligence$3https://scigraph.springernature.com/ontologies/product-market-codes/I21000 606 $aMacroeconomics/Monetary Economics//Financial Economics$3https://scigraph.springernature.com/ontologies/product-market-codes/W32000 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 615 0$aComputational intelligence. 615 0$aArtificial intelligence. 615 0$aMacroeconomics. 615 0$aEconomics, Mathematical . 615 14$aComputational Intelligence. 615 24$aArtificial Intelligence. 615 24$aMacroeconomics/Monetary Economics//Financial Economics. 615 24$aQuantitative Finance. 676 $a332.60285 700 $aCanelas$b António M.L$4aut$4http://id.loc.gov/vocabulary/relators/aut$01060091 702 $aNeves$b Rui F.M.F$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aHorta$b Nuno C.G$4aut$4http://id.loc.gov/vocabulary/relators/aut 906 $aBOOK 912 $a9910438058903321 996 $aInvestment Strategies Optimization based on a SAX-GA Methodology$92510986 997 $aUNINA