Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

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 Compu...

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Detalles Bibliográficos
Autores principales: Gorgulho, Antonio, Neves, Rui F M F, Horta, Nuno C G
Lenguaje:eng
Publicado: Springer 2013
Materias:
Engineering
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-32989-0
http://cds.cern.ch/record/1500380
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author Gorgulho, Antonio
Neves, Rui F M F
Horta, Nuno C G
author_facet Gorgulho, Antonio
Neves, Rui F M F
Horta, Nuno C G
author_sort Gorgulho, Antonio
collection CERN
description 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.
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2013
publisher Springer
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spelling cern-15003802021-04-22T00:01:01Zdoi:10.1007/978-3-642-32989-0http://cds.cern.ch/record/1500380engGorgulho, AntonioNeves, Rui F M FHorta, Nuno C GIntelligent Financial Portfolio Composition based on Evolutionary Computation StrategiesEngineeringThe 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.Springeroai:cds.cern.ch:15003802013
spellingShingle Engineering
Gorgulho, Antonio
Neves, Rui F M F
Horta, Nuno C G
Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies
title Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies
title_full Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies
title_fullStr Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies
title_full_unstemmed Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies
title_short Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies
title_sort intelligent financial portfolio composition based on evolutionary computation strategies
topic Engineering
url https://dx.doi.org/10.1007/978-3-642-32989-0
http://cds.cern.ch/record/1500380
work_keys_str_mv AT gorgulhoantonio intelligentfinancialportfoliocompositionbasedonevolutionarycomputationstrategies
AT nevesruifmf intelligentfinancialportfoliocompositionbasedonevolutionarycomputationstrategies
AT hortanunocg intelligentfinancialportfoliocompositionbasedonevolutionarycomputationstrategies

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