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Investment Strategies Optimization based on a SAX-GA Methodology - Couverture souple

Canelas, António M.L. M. L.; Neves, Rui F.M.F.; Horta, Nuno C.G.

 
9783642331091: Investment Strategies Optimization based on a SAX-GA Methodology
Couverture souple
ISBN 10 : 3642331092 ISBN 13 : 9783642331091
Editeur : Springer, 2012

Synopsis

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.

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

Présentation de l'éditeur

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.

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

Éditeur
Springer
Date d'édition
2012
Langue
anglais
ISBN 10 
3642331092
ISBN 13 
9783642331091
Reliure
Broché
Nombre de pages
96
Coordonnées du fabricant
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