Investment Strategies Optimization based on a SAX-GA Methodology by António M.L. CanelasInvestment Strategies Optimization based on a SAX-GA Methodology by António M.L. Canelas

Investment Strategies Optimization based on a SAX-GA Methodology

byAntónio M.L. Canelas, Rui F.M.F. Neves, Nuno C.g. Horta

Paperback | September 28, 2012

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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.
Title:Investment Strategies Optimization based on a SAX-GA MethodologyFormat:PaperbackDimensions:81 pages, 23.5 × 15.5 × 0.01 inPublished:September 28, 2012Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3642331092

ISBN - 13:9783642331091

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Table of Contents

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