Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
612-822-4611

  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Investment Strategies Optimization Based on a Sax-Ga Methodology

Investment Strategies Optimization Based on a Sax-Ga Methodology

Canelas, António M. L.
Neves, Rui F. M. F.
Horta, Nuno C. G.

Paperback

Investing & FinanceGeneral ComputersGeneral Mathematics

ISBN10: 3642331092
ISBN13: 9783642331091
Publisher: Springer
Published: Sep 28 2012
Pages: 81
Weight: 0.35
Height: 0.30 Width: 6.00 Depth: 8.90
Language: English
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.

Also in

General Computers

View All