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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Jadual kandungan
Introduction.- Market Analysis Background and Related Work.- SAX-GA Approach.- Results.- Conclusions and Future Work.
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Bahasa Inggeris ● Format PDF ● Halaman-halaman 81 ● ISBN 9783642331107 ● Saiz fail 5.0 MB ● Penerbit Springer Berlin ● Bandar raya Heidelberg ● Negara DE ● Diterbitkan 2012 ● Muat turun 24 bulan ● Mata wang EUR ● ID 5239064 ● Salin perlindungan Social DRM
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