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Investment Strategies Optimization based on a SAX-GA Methodology
António M.L. Canelas
Rui F.M.F. Neves
Nuno Horta
出版
Springer Science & Business Media
, 2012-09-28
主題
Computers / Intelligence (AI) & Semantics
Business & Economics / Economics / Macroeconomics
Mathematics / Applied
Technology & Engineering / General
Business & Economics / Accounting / General
ISBN
3642331092
9783642331091
URL
http://books.google.com.hk/books?id=Msxe6-j9wa8C&hl=&source=gbs_api
EBook
SAMPLE
註釋
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.