000 | 02669nam a22005415i 4500 | ||
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001 | 978-3-642-33110-7 | ||
003 | DE-He213 | ||
005 | 20200420221302.0 | ||
007 | cr nn 008mamaa | ||
008 | 120928s2013 gw | s |||| 0|eng d | ||
020 |
_a9783642331107 _9978-3-642-33110-7 |
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024 | 7 |
_a10.1007/978-3-642-33110-7 _2doi |
|
050 | 4 | _aQ342 | |
072 | 7 |
_aUYQ _2bicssc |
|
072 | 7 |
_aCOM004000 _2bisacsh |
|
082 | 0 | 4 |
_a006.3 _223 |
100 | 1 |
_aCanelas, Ant�onio M.L. _eauthor. |
|
245 | 1 | 0 |
_aInvestment Strategies Optimization based on a SAX-GA Methodology _h[electronic resource] / _cby Ant�onio M.L. Canelas, Rui F.M.F. Neves, Nuno C.G. Horta. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c2013. |
|
300 |
_aXII, 81 p. 81 illus., 19 illus. in color. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aSpringerBriefs in Applied Sciences and Technology, _x2191-530X |
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505 | 0 | _aIntroduction -- Market Analysis Background and Related Work -- SAX-GA Approach -- Results -- Conclusions and Future Work. | |
520 | _aThis 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. | ||
650 | 0 | _aEngineering. | |
650 | 0 | _aArtificial intelligence. | |
650 | 0 | _aEconomics, Mathematical. | |
650 | 0 | _aComputational intelligence. | |
650 | 0 | _aMacroeconomics. | |
650 | 1 | 4 | _aEngineering. |
650 | 2 | 4 | _aComputational Intelligence. |
650 | 2 | 4 | _aArtificial Intelligence (incl. Robotics). |
650 | 2 | 4 | _aMacroeconomics/Monetary Economics//Financial Economics. |
650 | 2 | 4 | _aQuantitative Finance. |
700 | 1 |
_aNeves, Rui F.M.F. _eauthor. |
|
700 | 1 |
_aHorta, Nuno C.G. _eauthor. |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783642331091 |
830 | 0 |
_aSpringerBriefs in Applied Sciences and Technology, _x2191-530X |
|
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-642-33110-7 |
912 | _aZDB-2-ENG | ||
942 | _cEBK | ||
999 |
_c53229 _d53229 |