Investment Strategies Optimization based on a SAX-GA Methodology

Canelas, António M. L., Horta, Nuno C. G., Neves, Rui F. M. F.

Autor:	Canelas, António M. L. Horta, Nuno C. G. Neves, Rui F. M. F.
EAN:	9783642331091
Sachgruppe:	Technik
Sprache:	Englisch
Seitenzahl:	96
Produktart:	Kartoniert / Broschiert
Veröffentlichungsdatum:	28.09.2012
Schlagworte:	Finanzmathematik Finanzwirtschaft Intelligenz / Künstliche Intelligenz KI Künstliche Intelligenz - AI Mathematik / Finanzmathematik

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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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Investment Strategies Optimization based on a SAX-GA Methodology António M.L. Canelas, Rui F.M.F. Neves, Nuno Horta

53,49 €*

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