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.
विषयसूची
Introduction.- Market Analysis Background and Related Work.- SAX-GA Approach.- Results.- Conclusions and Future Work.
यह ईबुक खरीदें और 1 और मुफ़्त पाएं!
भाषा अंग्रेज़ी ● स्वरूप PDF ● पेज 81 ● ISBN 9783642331107 ● फाइल का आकार 5.0 MB ● प्रकाशक Springer Berlin ● शहर Heidelberg ● देश DE ● प्रकाशित 2012 ● डाउनलोड करने योग्य 24 महीने ● मुद्रा EUR ● आईडी 5239064 ● कॉपी सुरक्षा सामाजिक DRM