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...
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| Hoofdauteurs: | , , |
|---|---|
| Formaat: | Livre numérique |
| Taal: | Anglais |
| Gepubliceerd in: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Editie: | 1st ed. 2013. |
| Reeks: | SpringerBriefs in Computational Intelligence
|
| Online toegang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Opmerking: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Investment Strategies Optimization based on a SAX-GA Methodology, Texte imprimé, 9783642331091 • Investment Strategies Optimization based on a SAX-GA Methodology, Texte imprimé, 9783642331114 • Investment Strategies Optimization based on a SAX-GA Methodology, Texte imprimé, 9783642331091 |
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| 100 | 1 | |a Canelas, António M.L. | |
| 245 | 1 | 0 | |a Investment Strategies Optimization based on a SAX-GA Methodology |c by António M.L. Canelas, Rui F.M.F. Neves, Nuno C.G. Horta. |
| 250 | |a 1st ed. 2013. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a SpringerBriefs in Computational Intelligence |x 2625-3712 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a Introduction Market Analysis Background and Related Work SAX-GA Approach Results Conclusions and Future Work | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 | ||
| 700 | 1 | |a Neves, Rui F.M.F. |4 aut | |
| 700 | 1 | |a Horta, Nuno C.G. |4 aut | |
| 776 | 0 | |t Investment Strategies Optimization based on a SAX-GA Methodology |b Texte imprimé |z 9783642331091 | |
| 776 | 0 | |t Investment Strategies Optimization based on a SAX-GA Methodology |b Texte imprimé |z 9783642331114 | |
| 776 | 0 | |t Investment Strategies Optimization based on a SAX-GA Methodology |b Texte imprimé |z 9783642331091 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-3-642-33110-7 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-HF1PBVKC-5 |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:748053611 |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/978-3-642-33110-7 |z Accès Université d'Orléans | |
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