Investment Strategies Optimization based on a SAX-GA Methodology

Nonfiction, Computers, Advanced Computing, Artificial Intelligence, Business & Finance, Economics, Macroeconomics, General Computing
Cover of the book Investment Strategies Optimization based on a SAX-GA Methodology by António M.L. Canelas, Rui F.M.F. Neves, Nuno C.G. Horta, Springer Berlin Heidelberg
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Author: António M.L. Canelas, Rui F.M.F. Neves, Nuno C.G. Horta ISBN: 9783642331107
Publisher: Springer Berlin Heidelberg Publication: September 26, 2012
Imprint: Springer Language: English
Author: António M.L. Canelas, Rui F.M.F. Neves, Nuno C.G. Horta
ISBN: 9783642331107
Publisher: Springer Berlin Heidelberg
Publication: September 26, 2012
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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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