LEADER 03303nam 2200469 450 001 9910491030403321 005 20231110232752.0 010 $a3-030-76680-2 035 $a(CKB)4100000011979163 035 $a(MiAaPQ)EBC6675921 035 $a(Au-PeEL)EBL6675921 035 $a(OCoLC)1260344723 035 $a(PPN)258088907 035 $a(EXLCZ)994100000011979163 100 $a20220327d2021 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aStock exchange trading using grid pattern optimized by a genetic algorithm with speciation $ethe case of S&P 500 /$fTiago Martins, Rui Neves 210 1$aCham, Switzerland :$cSpringer,$d[2021] 210 4$dİ2021 215 $a1 online resource (79 pages) 225 1 $aSpringerBriefs in Applied Sciences and Technology 311 $a3-030-76679-9 327 $aIntro -- Preface -- Contents -- Acronyms -- List of Figures -- List of Tables -- 1 Introduction -- 1.1 Background -- 1.2 Proposed Solution -- 1.3 Main Contribution -- 1.4 Outline -- References -- 2 Related Work -- 2.1 Financial Portfolio and Portfolio Optimization -- 2.2 Stock Market Analysis -- 2.2.1 Technical Indicators -- 2.3 Optimization Techniques -- 2.3.1 Genetic Algorithms -- 2.3.2 Artificial Neural Networks -- 2.3.3 NeuroEvolution -- 2.3.4 NeuroEvolution of Augmenting Topologies -- 2.3.5 Speciation -- 2.4 Pattern Detection -- 2.4.1 Chart Patterns -- 2.4.2 Detection of Perceptually Important Points -- 2.4.3 Application of Templates -- 2.4.4 Application of Rules -- 2.5 Chapter Conclusion -- References -- 3 Architecture -- 3.1 System's Architecture -- 3.2 User Interface -- 3.3 Financial Data -- 3.4 Data Flow and Data Processing -- 3.5 Trading Algorithm -- 3.5.1 Pattern Detection -- 3.5.2 API for Genetic Algorithm -- 3.5.3 Genetic Algorithm and Speciation -- 3.5.4 System Optimizations -- 3.6 Chapter Conclusion -- References -- 4 Evaluation -- 4.1 Tests Scenarios and Objectives -- 4.2 General Setup -- 4.3 Test Scenario 1-FSGW Versus TSAG -- 4.3.1 Parameter Specification -- 4.3.2 Performance Measures -- 4.3.3 Discussion of Results and Illustrative Examples -- 4.4 Test Scenario 2-FSGW with Market Exiting Parameters Depending ... -- 4.4.1 Parameter Specification -- 4.4.2 Performance Measures -- 4.4.3 Discussion of Results and Illustrative Examples -- 4.5 Test Scenario 3-FSGW Using Speciation in GA Versus ... -- 4.5.1 Parameter Specification -- 4.5.2 Performance Measures -- 4.5.3 Discussion of Results and Illustrative Examples -- 4.6 Overall Analysis -- 4.7 Chapter Conclusion -- Reference -- 5 Conclusions and Future Work -- 5.1 Summary and Achievements -- 5.2 Future Work. 410 0$aSpringerBriefs in Applied Sciences and Technology 606 $aComputational intelligence 606 $aFinancial engineering 615 0$aComputational intelligence. 615 0$aFinancial engineering. 676 $a006.3 700 $aMartins$b Tiago$0934429 702 $aNeves$b Rui 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910491030403321 996 $aStock Exchange Trading Using Grid Pattern Optimized by a Genetic Algorithm with Speciation$92104194 997 $aUNINA