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.
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Table des matières
Introduction.- Market Analysis Background and Related Work.- SAX-GA Approach.- Results.- Conclusions and Future Work.
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Langue Anglais ● Format PDF ● Pages 81 ● ISBN 9783642331107 ● Taille du fichier 5.0 MB ● Maison d’édition Springer Berlin ● Lieu Heidelberg ● Pays DE ● Publié 2012 ● Téléchargeable 24 mois ● Devise EUR ● ID 5239064 ● Protection contre la copie DRM sociale
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