电子书 > 科学 > 工程/技术 > 将军，百科全书 > 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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的封面 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

表中的内容

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

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语言英语 ● 格式 PDF ● 网页 81 ● ISBN 9783642331107 ● 文件大小 5.0 MB ● 出版者 Springer Berlin ● 市 Heidelberg ● 国家 DE ● 发布时间 2012 ● 下载 24 个月 ● 货币 EUR ● ID 5239064 ● 复制保护 社会DRM

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