Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

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 Compu...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Gorgulho, Antonio (Συγγραφέας), Neves, Rui F.M.F (Συγγραφέας), Horta, Nuno C.G (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Σειρά:SpringerBriefs in Applied Sciences and Technology,
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
LEADER 02645nam a22005055i 4500
001 978-3-642-32989-0
003 DE-He213
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020 |a 9783642329890  |9 978-3-642-32989-0 
024 7 |a 10.1007/978-3-642-32989-0  |2 doi 
040 |d GrThAP 
050 4 |a Q342 
072 7 |a UYQ  |2 bicssc 
072 7 |a COM004000  |2 bisacsh 
082 0 4 |a 006.3  |2 23 
100 1 |a Gorgulho, Antonio.  |e author. 
245 1 0 |a Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies  |h [electronic resource] /  |c by Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta. 
264 1 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg :  |b Imprint: Springer,  |c 2013. 
300 |a XI, 77 p. 30 illus., 15 illus. in color.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a SpringerBriefs in Applied Sciences and Technology,  |x 2191-530X 
505 0 |a Preface -- Introduction -- Related Work -- Solution’s Architecture -- System Validation -- Conclusions and Future Work -- References -- Appendixes. 
520 |a 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. 
650 0 |a Engineering. 
650 0 |a Artificial intelligence. 
650 0 |a Computational intelligence. 
650 0 |a Macroeconomics. 
650 1 4 |a Engineering. 
650 2 4 |a Computational Intelligence. 
650 2 4 |a Macroeconomics/Monetary Economics//Financial Economics. 
650 2 4 |a Artificial Intelligence (incl. Robotics). 
700 1 |a Neves, Rui F.M.F.  |e author. 
700 1 |a Horta, Nuno C.G.  |e author. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783642329883 
830 0 |a SpringerBriefs in Applied Sciences and Technology,  |x 2191-530X 
856 4 0 |u http://dx.doi.org/10.1007/978-3-642-32989-0  |z Full Text via HEAL-Link 
912 |a ZDB-2-ENG 
950 |a Engineering (Springer-11647)