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Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

The management of financial portfolios or funds constitutes a widely known problematic in financial markets which normally requires a rigorous analysis in order to select the most profitable assets. This subject is becoming popular among computer scientists which try to adapt known Intelligent Compu...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Gorgulho, Antonio (Autor), Neves, Rui F.M.F (Autor), Horta, Nuno C.G (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Edición:1st ed. 2013.
Colección:SpringerBriefs in Computational Intelligence,
Temas:
Acceso en línea:Texto Completo

MARC

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100 1 |a Gorgulho, Antonio.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies  |h [electronic resource] /  |c by Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta. 
250 |a 1st ed. 2013. 
264 1 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg :  |b Imprint: Springer,  |c 2013. 
300 |a XI, 77 p. 30 illus., 15 illus. in color.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
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505 0 |a Preface -- Introduction -- Related Work -- Solution's Architecture -- System Validation -- Conclusions and Future Work -- References -- Appendixes. 
520 |a The management of financial portfolios or funds constitutes a widely known problematic in financial markets which normally requires a rigorous analysis in order to select the most profitable assets. This subject is becoming popular among computer scientists which try to adapt known Intelligent Computation techniques to the market's domain. This book proposes a potential system based on Genetic Algorithms, which aims to manage a financial portfolio by using technical analysis indicators. The results are promising since the approach clearly outperforms the remaining approaches during the recent market crash. 
650 0 |a Computational intelligence. 
650 0 |a Macroeconomics. 
650 0 |a Artificial intelligence. 
650 1 4 |a Computational Intelligence. 
650 2 4 |a Macroeconomics and Monetary Economics. 
650 2 4 |a Artificial Intelligence. 
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700 1 |a Horta, Nuno C.G.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
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