Investment Strategies Optimization based on a SAX-GA Methodology

You must be logged in to access this title.

Sign up now

Already a member? Log in

Synopsis

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.

Book details

Edition:
2013
Series:
SpringerBriefs in Applied Sciences and Technology
Author:
António M.L. Canelas, Rui F.M.F. Neves, Nuno C.G. Horta
ISBN:
9783642331107
Related ISBNs:
9783642331091
Publisher:
Springer Berlin Heidelberg
Pages:
N/A
Reading age:
Not specified
Includes images:
Yes
Date of addition:
2022-08-10
Usage restrictions:
Copyright
Copyright date:
2013
Copyright by:
N/A 
Adult content:
No
Language:
English
Categories:
Business and Finance, Computers and Internet, Mathematics and Statistics, Nonfiction, Technology