LEADER 02788nam 2200673 a 450 001 9910438058903321 005 20200520144314.0 010 $a9781283909037 010 $a1283909030 010 $a9783642331107 010 $a3642331106 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 $a20120810d2013 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aInvestment strategies optimization based on a SAX-GA methodology /$fAntonio M.L. Canelas, Rui F.M.F. Neves, Nuno C.G. Horta 205 $a1st ed. 2013. 210 $aNew York $cSpringer$d2013 215 $a1 online resource (89 p.) 225 0$aSpringerBriefs in applied sciences and technology.$pComputational intelligence 300 $aDescription based upon print version of record. 311 08$a9783642331091 311 08$a3642331092 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 $aPortfolio management 606 $aInvestments 606 $aGenetic algorithms 615 0$aPortfolio management. 615 0$aInvestments. 615 0$aGenetic algorithms. 676 $a332.60285 700 $aCanelas$b Antonio$cM.L.$01060091 701 $aNeves$b Rui F. M. F$01756700 701 $aHorta$b Nuno C. G$01756701 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910438058903321 996 $aInvestment strategies optimization based on a SAX-GA methodology$94194143 997 $aUNINA