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...
Salvato in:
| Autori principali: | , , |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edizione: | 1st ed. 2013. |
| Serie: | SpringerBriefs in Computational Intelligence
|
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
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 |
Sommario:
- Introduction Market Analysis Background and Related Work SAX-GA Approach Results Conclusions and Future Work