Investment strategies optimization based on a SAX-GA methodology / / Antonio M.L. Canelas, Rui F.M.F. Neves, Nuno C.G. Horta
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| Autore: |
Canelas Antonio, M.L.
|
| Titolo: |
Investment strategies optimization based on a SAX-GA methodology / / Antonio M.L. Canelas, Rui F.M.F. Neves, Nuno C.G. Horta
|
| Pubblicazione: | New York, : Springer, 2013 |
| Edizione: | 1st ed. 2013. |
| Descrizione fisica: | 1 online resource (89 p.) |
| Disciplina: | 332.60285 |
| Soggetto topico: | Portfolio management |
| Investments | |
| Genetic algorithms | |
| Altri autori: |
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 |
| Opac: | Controlla la disponibilità qui |
Serie:
SpringerBriefs in Computational Intelligence, . 2625-3704