Investment Strategies Optimization based on a SAX-GA Methodology

de

, ,

Éditeur :

Springer


Collection :

SpringerBriefs in Applied Sciences and Technology

Paru le : 2012-09-26

eBook Téléchargement , DRM LCP 🛈 DRM Adobe 🛈
Lecture en ligne (streaming)
52,74

Téléchargement immédiat
Dès validation de votre commande
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

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.
Pages
81 pages
Collection
SpringerBriefs in Applied Sciences and Technology
Parution
2012-09-26
Marque
Springer
EAN papier
9783642331091
EAN EPUB
9783642331107

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
8
Taille du fichier
1710 Ko
Prix
52,74 €