Investment Strategies Optimization based on a SAX-GA Methodology [[electronic resource] /] / by António M.L. Canelas, Rui F.M.F. Neves, Nuno C.G. Horta

• Autore: Canelas António M.L
• Pubblicazione: Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013
• Edizione: 1st ed. 2013.
• Descrizione fisica: 1 online resource (89 p.)
• Disciplina: 332.60285
• Soggetto topico: Computational intelligence; Artificial intelligence; Macroeconomics; Economics, Mathematical ; Computational Intelligence; Artificial Intelligence; Macroeconomics/Monetary Economics//Financial Economics; Quantitative Finance
• Persona (resp. second.): NevesRui F.M.F; HortaNuno C.G
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references.
• Nota di contenuto: Introduction -- Market Analysis Background and Related Work -- SAX-GA Approach -- Results -- Conclusions and Future Work.
• Sommario/riassunto: This 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.
• Titolo autorizzato: Investment Strategies Optimization based on a SAX-GA Methodology
• ISBN: 1-283-90903-0; 3-642-33110-6
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910438058903321
• Lo trovi qui: Univ. Federico II
• Serie: SpringerBriefs in Computational Intelligence, . 2625-3704