Intelligent financial portfolio composition based on evolutionary computation strategies / / Antonio M.S.B.S. Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta

• Autore: Gorgulho Antonio, M. S. B. S
• Pubblicazione: New York, : Springer, 2013
• Edizione: 1st ed. 2013.
• Descrizione fisica: 1 online resource (84 p.)
• Disciplina: 006.3
• Soggetto topico: Portfolio management; Evolutionary computation
• 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: Preface -- Introduction -- Related Work -- Solution’s Architecture -- System Validation -- Conclusions and Future Work -- References -- Appendixes.
• Sommario/riassunto: The management of financial portfolios or funds constitutes a widely known problematic in financial markets which normally requires a rigorous analysis in order to select the most profitable assets. This subject is becoming popular among computer scientists which try to adapt known Intelligent Computation techniques to the market’s domain. This book proposes a potential system based on Genetic Algorithms, which aims to manage a financial portfolio by using technical analysis indicators. The results are promising since the approach clearly outperforms the remaining approaches during the recent market crash.
• Titolo autorizzato: Intelligent financial portfolio composition based on evolutionary computation strategies
• ISBN: 9781283909020; 1283909022; 9783642329890; 3642329896
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910438055303321
• Lo trovi qui: Univ. Federico II
• Serie: SpringerBriefs in Computational Intelligence, . 2625-3704