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

Investment Strategies Optimization based on a SAX-GA Methodology

• Broschiertes Buch

Produktbeschreibung

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.

Produktdetails

• SpringerBriefs in Applied Sciences and Technology
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 86105588, 978-3-642-33109-1
• 2013
• Seitenzahl: 96
• Erscheinungstermin: 28. September 2012
• Englisch
• Abmessung: 235mm x 155mm x 6mm
• Gewicht: 168g
• ISBN-13: 9783642331091
• ISBN-10: 3642331092
• Artikelnr.: 36186337

Inhaltsangabe

Introduction.- Market Analysis Background and Related Work.- SAX-GA Approach.- Results.- Conclusions and Future Work.

Rezensionen

From the reviews:
"The book is accessible by anyone with a broad knowledge of statistics and algorithms, and an interest in finance. The nicely done, comprehensive illustrations make this complicated subject easy to understand, and compensate for the often-clumsy sentence structure. I recommend the book ... ." (Martin Gfeller, Computing Reviews, May, 2013)