Investment Strategies Optimization based on a SAX-GA Methodology
1st Edition
Published on 26. September 2012
XII, 81 pages
978-3-642-33110-7 (ISBN)
Description
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.
Reviews / Votes
From the reviews:
"The book is accessible by anyone with a broad knowledge of statistics and algorithms, and an interest in finance. The nicely done, comprehensive illustrations make this complicated subject easy to understand, and compensate for the often-clumsy sentence structure. I recommend the book . ." (Martin Gfeller, Computing Reviews, May, 2013)More details
Series
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Product notice
Reflowable
Illustrations
XII, 81 p. 81 illus., 19 illus. in color.
File size
5,00 MB
ISBN-13
978-3-642-33110-7 (9783642331107)
DOI
10.1007/978-3-642-33110-7
Schweitzer Classification
Other editions
Additional editions
António M.L. Canelas | Rui F.M.F. Neves | Nuno C.G. Horta
Investment Strategies Optimization based on a SAX-GA Methodology
Book
09/2012
Springer
€53.49
Shipment within 7-9 days
Content
Introduction.- Market Analysis Background and Related Work.- SAX-GA Approach.- Results.- Conclusions and Future Work.
