Rui Ferreira Neves: 2 books
Identifying Patterns in Financial Markets
New Approach Combining Rules Between PIPs and SAX
Language: English
Release Date: December 26, 2017
This book describes a new pattern discovery approach based on the combination among rules between Perceptually Important Points (PIPs) and the Symbolic Aggregate approximation (SAX) representation optimized by Genetic Algorithm (GA). The proposed approach was tested with real data from S&P500...
by Rui Ferreira Neves, Nuno Horta, Antonio Daniel Silva
Language: English
Release Date: February 11, 2016
Language: English
Release Date: February 11, 2016
This work presents a new approach to portfolio composition in the stock market. It incorporates a fundamental approach using financial ratios and technical indicators with a Multi-Objective Evolutionary Algorithms to choose the portfolio composition with two objectives the return and the risk. Two...