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Item Details
Title: INVESTMENT STRATEGIES OPTIMIZATION BASED ON A SAX-GA METHODOLOGY
By: Antonio M.L. Canelas, Rui F. M. F. Neves, Nuno Horta
Format: Paperback

List price: £54.99


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 3642331092
ISBN 13: 9783642331091
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Pub. date: 28 September, 2012
Edition: 2013 ed.
Series: SpringerBriefs in Applied Sciences and Technology
Pages: 81
Description: Presents a computational finance approach combining a Symbolic Aggregate approximation technique with an optimization kernel based on genetic algorithms. This book uses the SAX representation to describe the financial time series, the evolutionary optimization kernel is used in order to identify the relevant patterns and generate investment rules.
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.
Illustrations: 19 Illustrations, color; 62 Illustrations, black and white; XII, 81 p. 81
Publication: Germany
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Returns: Returnable
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