Investment Strategies Optimization based on a SAX-GA Methodology (SpringerBriefs in Applied Sciences and Technology) (SpringerBriefs in Computational Intelligence) (Springerbriefs in Applied Sciences and Technology. Computati)

by Antonio M.L. Canelas, Rui F.M.F. Neves, and Nuno C.G. Horta

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.

• ISBN13: 9783642331091
• Publish Date: 28 September 2012
• Publish Status: Active
• Publish Country: DE
• Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Edition: 2013 ed.
• Format: Paperback
• Pages: 81
• Language: English