Investment Strategies Optimization based on a SAX-GA Methodology

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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Canelas, António M.L (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
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020 |a 9783642331107  |9 978-3-642-33110-7 
024 7 |a 10.1007/978-3-642-33110-7  |2 doi 
040 |d GrThAP 
050 4 |a Q342 
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072 7 |a COM004000  |2 bisacsh 
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100 1 |a Canelas, António M.L.  |e author. 
245 1 0 |a Investment Strategies Optimization based on a SAX-GA Methodology  |h [electronic resource] /  |c by António M.L. Canelas, 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 XII, 81 p. 81 illus., 19 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 Introduction -- Market Analysis Background and Related Work -- SAX-GA Approach -- Results -- Conclusions and Future Work. 
520 |a 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. 
650 0 |a Engineering. 
650 0 |a Artificial intelligence. 
650 0 |a Economics, Mathematical. 
650 0 |a Computational intelligence. 
650 0 |a Macroeconomics. 
650 1 4 |a Engineering. 
650 2 4 |a Computational Intelligence. 
650 2 4 |a Artificial Intelligence (incl. Robotics). 
650 2 4 |a Macroeconomics/Monetary Economics//Financial Economics. 
650 2 4 |a Quantitative Finance. 
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 9783642331091 
830 0 |a SpringerBriefs in Applied Sciences and Technology,  |x 2191-530X 
856 4 0 |u http://dx.doi.org/10.1007/978-3-642-33110-7  |z Full Text via HEAL-Link 
912 |a ZDB-2-ENG 
950 |a Engineering (Springer-11647)