E-kitap > Bilim > Mühendislik / Teknik > Genel, Ansiklopediler > António M.L. Canelas & Rui F.M.F. Neves: Investment Strategies Optimization based on a SAX-GA Methodology (PDF)

António M.L. Canelas & Rui F.M.F. Neves
Investment Strategies Optimization based on a SAX-GA Methodology [PDF ebook]

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Örtmek António M.L. Canelas & Rui F.M.F. Neves: Investment Strategies Optimization based on a SAX-GA Methodology (PDF)

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

İçerik tablosu

Introduction.- Market Analysis Background and Related Work.- SAX-GA Approach.- Results.- Conclusions and Future Work.

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Dil İngilizce ● Biçim PDF ● Sayfalar 81 ● ISBN 9783642331107 ● Dosya boyutu 5.0 MB ● Yayımcı Springer Berlin ● Kent Heidelberg ● Ülke DE ● Yayınlanan 2012 ● İndirilebilir 24 aylar ● Döviz EUR ● Kimlik 5239064 ● Kopya koruma Sosyal DRM

Aynı yazardan daha fazla e-kitap / Editör

António M.L. Canelas Rui F.M.F. Neves Nuno C.G. Horta António M. L. Canelas Rui F. M. F. Neves Nuno C. G. Horta

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