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...
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 |
Παρόμοια τεκμήρια
-
Investment Strategies Optimization based on a SAX-GA Methodology
ανά: Canelas, António M.L, κ.ά.
Έκδοση: (2013) -
Possibility Theory and the Risk
ανά: Georgescu, Irina
Έκδοση: (2012) -
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
ανά: Mostafa, Fahed, κ.ά.
Έκδοση: (2017) -
Soft Computing in Management and Business Economics Volume 2 /
Έκδοση: (2012) -
Forecasting and Hedging in the Foreign Exchange Markets
ανά: Ullrich, Christian
Έκδοση: (2009)