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.
€53.49
Innehållsförteckning
Introduction.- Market Analysis Background and Related Work.- SAX-GA Approach.- Results.- Conclusions and Future Work.
Köp den här e-boken och få 1 till GRATIS!
Språk Engelska ● Formatera PDF ● Sidor 81 ● ISBN 9783642331107 ● Filstorlek 5.0 MB ● Utgivare Springer Berlin ● Stad Heidelberg ● Land DE ● Publicerad 2012 ● Nedladdningsbara 24 månader ● Valuta EUR ● ID 5239064 ● Kopieringsskydd Social DRM
Fler e-böcker från samma författare (r) / Redaktör
5 251 E-böcker i denna kategori
