| 书目名称 | Investment Strategies Optimization based on a SAX-GA Methodology |
| 编辑 | António M.L. Canelas,Rui F.M.F. Neves,Nuno C.G. Ho |
| 视频video | |
| 概述 | Presents a new computational finance approach combining SAX and GA.Shows soft computing and computational intelligence as solutions for financial markets.Case studies presented help identifying the in |
| 丛书名称 | SpringerBriefs in Applied Sciences and Technology |
| 图书封面 |  |
| 描述 | 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. |
| 出版日期 | Book 2013 |
| 关键词 | Financial Market; Frequent Patterns; Genetic Algorithm; Pattern Discovery; Pattern Recognition; SAX Repre |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-33110-7 |
| isbn_softcover | 978-3-642-33109-1 |
| isbn_ebook | 978-3-642-33110-7Series ISSN 2191-530X Series E-ISSN 2191-5318 |
| issn_series | 2191-530X |
| copyright | The Author(s) 2013 |
发表于 2025-3-21 17:34:04
