Investment Strategies Optimization based on a SAX-GA Methodology

António M. L. Canelas

ISBN 10: 3642331092 / ISBN 13: 9783642331091

Published by Springer Berlin Heidelberg, Springer, 2012

About this Item

Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9783642331091

Bibliographic Details

• Title: Investment Strategies Optimization based on a SAX-GA Methodology
• Publisher: Springer Berlin Heidelberg, Springer
• Publication Date: 2012
• Language: English
• ISBN 10: 3642331092
• ISBN 13: 9783642331091
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 6D millimeters 235 millimeters width by 155 millimeters height by 6 millimeters depth
• Weight: 160 grams

About this title

Synopsis

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.