书目名称 | Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies |
编辑 | Antonio Gorgulho,Rui F.M.F. Neves,Nuno C.G. Horta |
视频video | |
概述 | Proposes genetic algorithms to manage financial porfolios.Provides information to predict the future movement of a stock’s.Interdisciplinary content of interest to a broad range of researchers and pro |
丛书名称 | SpringerBriefs in Applied Sciences and Technology |
图书封面 |  |
描述 | The management of financial portfolios or funds constitutes a widely known problematic in financial markets which normally requires a rigorous analysis in order to select the most profitable assets. This subject is becoming popular among computer scientists which try to adapt known Intelligent Computation techniques to the market’s domain. This book proposes a potential system based on Genetic Algorithms, which aims to manage a financial portfolio by using technical analysis indicators. The results are promising since the approach clearly outperforms the remaining approaches during the recent market crash. |
出版日期 | Book 2013 |
关键词 | Computational Finance; Portfolio Composition; Stock Trading |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-642-32989-0 |
isbn_softcover | 978-3-642-32988-3 |
isbn_ebook | 978-3-642-32989-0Series ISSN 2191-530X Series E-ISSN 2191-5318 |
issn_series | 2191-530X |
copyright | The Author(s) 2013 |