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  3. Investment Strategies Optimization based on a SAX-GA Methodology
Investment Strategies Optimization based on a SAX-GA Methodology (e-bog) af Horta, Nuno C.G.
Horta, Nuno C.G. (forfatter)

Investment Strategies Optimization based on a SAX-GA Methodology e-bog

436,85 DKK (inkl. moms 546,06 DKK)
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 appro...
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Forfattere Horta, Nuno C.G. (forfatter)
Forlag Springer
Udgivet 26 september 2012
Genrer Economics, Finance, Business and Management
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9783642331107

Beskrivelse

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.