Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies - Couverture souple

Livre 11 sur 472: SpringerBriefs in Applied Sciences and Technology

Gorgulho, Antonio M. S. B. S.

 
9783642329883: Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9783642329906: Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

Edition présentée

ISBN 10 :  364232990X ISBN 13 :  9783642329906
Editeur : Springer, 2012
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