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 |
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Autores principales: | Canelas, António M.L (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.
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Edición: | 1st ed. 2013. |
Colección: | SpringerBriefs in Computational Intelligence,
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Temas: | |
Acceso en línea: | Texto Completo |
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