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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
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.
Edición:1st ed. 2013.
Colección:SpringerBriefs in Computational Intelligence,
Temas:
Computational intelligence.
Artificial intelligence.
Macroeconomics.
Social sciences-Mathematics.
Computational Intelligence.
Artificial Intelligence.
Macroeconomics and Monetary Economics.
Mathematics in Business, Economics and Finance.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Introduction
  • Market Analysis Background and Related Work
  • SAX-GA Approach
  • Results
  • Conclusions and Future Work.

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