Investment Strategies Optimization based on a SAX-GA Methodology

By: Rui F.M.F. Neves and António M.L. Canelas and Nuno C.G. Horta

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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.

Book Quality:: Publisher Quality
ISBN-13:: 9783642331107
Related ISBNs:: 9783642331091
Publisher:: Springer Berlin Heidelberg
Date of Addition:: 09/29/16
Copyrighted By:: Springer
Adult content:: No
Language:: English
Has Image Descriptions:: No
Categories:: Nonfiction, Computers and Internet, Business and Finance, Mathematics and Statistics
Submitted By:: Bookshare Staff
Usage Restrictions:: This is a copyrighted book.