Investment Strategies Optimization based on a SAX-GA Methodology (SpringerBriefs in Applied Sciences and Technology) - Softcover

Canelas, António M.L. M. L.

 
9783642331091: Investment Strategies Optimization based on a SAX-GA Methodology (SpringerBriefs in Applied Sciences and Technology)
Softcover
ISBN 10: 3642331092 ISBN 13: 9783642331091
Verlag: Springer, 2012

Inhaltsangabe

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.

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Von der hinteren Coverseite

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.

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Verlag
Springer
Erscheinungsdatum
2012
Sprache
Englisch
ISBN 10 
3642331092
ISBN 13 
9783642331091
Einband
Taschenbuch
Anzahl der Seiten
96
Kontakt zum Hersteller
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Deutschland

Weitere beliebte Ausgaben desselben Titels

9783642331114: Investment Strategies Optimization based on a SAX-GA Methodology

Vorgestellte Ausgabe

ISBN 10:  3642331114 ISBN 13:  9783642331114
Verlag: Springer, 2012
Softcover