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Investment Strategies Optimization based on a SAX-GA Methodology

Produktform: Buch / Einband - flex.(Paperback)

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.weiterlesen

Sprache(n): Englisch

ISBN: 978-3-642-33109-1 / 978-3642331091 / 9783642331091

Verlag: Springer Berlin

Erscheinungsdatum: 28.09.2012

Seiten: 81

Auflage: 1

Zielgruppe: Research

Autor(en): Rui F.M.F. Neves, Nuno Horta, Nuno C.G. Horta, António M.L. Canelas

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