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Investment Strategies Optimization based on a SAX-GA Methodology

Paperback Engels 2012 2013e druk 9783642331091
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9783642331091
Taal:Engels
Bindwijze:paperback
Aantal pagina's:81
Uitgever:Springer Berlin Heidelberg
Druk:2013

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Inhoudsopgave

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

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        Investment Strategies Optimization based on a SAX-GA Methodology