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Investment Strategies Optimization based on a SAX-GA Methodology
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2013.
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| Edición: | 1st ed. 2013. |
| Colección: | SpringerBriefs in Computational Intelligence,
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| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 001 | 978-3-642-33110-7 | ||
| 003 | DE-He213 | ||
| 005 | 20220113151511.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 120928s2013 gw | s |||| 0|eng d | ||
| 020 | |a 9783642331107 |9 978-3-642-33110-7 | ||
| 024 | 7 | |a 10.1007/978-3-642-33110-7 |2 doi | |
| 050 | 4 | |a Q342 | |
| 072 | 7 | |a UYQ |2 bicssc | |
| 072 | 7 | |a TEC009000 |2 bisacsh | |
| 072 | 7 | |a UYQ |2 thema | |
| 082 | 0 | 4 | |a 006.3 |2 23 |
| 100 | 1 | |a Canelas, António M.L. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Investment Strategies Optimization based on a SAX-GA Methodology |h [electronic resource] / |c by António M.L. Canelas, 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 XII, 81 p. 81 illus., 19 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a SpringerBriefs in Computational Intelligence, |x 2625-3712 | |
| 505 | 0 | |a Introduction -- Market Analysis Background and Related Work -- SAX-GA Approach -- Results -- Conclusions and Future Work. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Computational intelligence. | |
| 650 | 0 | |a Artificial intelligence. | |
| 650 | 0 | |a Macroeconomics. | |
| 650 | 0 | |a Social sciences-Mathematics. | |
| 650 | 1 | 4 | |a Computational Intelligence. |
| 650 | 2 | 4 | |a Artificial Intelligence. |
| 650 | 2 | 4 | |a Macroeconomics and Monetary Economics. |
| 650 | 2 | 4 | |a Mathematics in Business, Economics and Finance. |
| 700 | 1 | |a Neves, Rui F.M.F. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Horta, Nuno C.G. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783642331114 |
| 776 | 0 | 8 | |i Printed edition: |z 9783642331091 |
| 830 | 0 | |a SpringerBriefs in Computational Intelligence, |x 2625-3712 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-642-33110-7 |z Texto Completo |
| 912 | |a ZDB-2-ENG | ||
| 912 | |a ZDB-2-SXE | ||
| 950 | |a Engineering (SpringerNature-11647) | ||
| 950 | |a Engineering (R0) (SpringerNature-43712) | ||