Series:

SpringerBriefs in Computational Intelligence

3 total works

Cover of Identifying Patterns in Financial Markets
This book describes a new pattern discovery approach based on the combination among rules between Perceptually Important Points (PIPs) and the Symbolic Aggregate approximation (SAX) representation optimized by Genetic Algorithm (GA). The proposed approach was tested with real data from S&P500 index and all the results obtained outperform the Buy&Hold strategy. Three different case studies are presented by the authors.

Cover of Investment Strategies Optimization based on a SAX-GA Methodology
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.

Cover of Electronic Design Automation of Analog ICs combining Gradient Models with Multi-Objective Evolutionary Algorithms
This book applies to the scientific area of electronic design automation (EDA) and addresses the automatic sizing of analog integrated circuits (ICs). Particularly, this book presents an approach to enhance a state-of-the-art layout-aware circuit-level optimizer (GENOM-POF), by embedding statistical knowledge from an automatically generated gradient model into the multi-objective multi-constraint optimization kernel based on the NSGA-II algorithm. The results showed allow the designer to explore the different trade-offs of the solution space, both through the achieved device sizes, or the respective layout solutions.