Investment Strategies Optimization based on a SAX-GA Methodology

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...

Descripción completa

Detalles Bibliográficos
Autores principales: Canelas, António M L, Neves, Rui F M F, Horta, Nuno C G
Lenguaje:eng
Publicado: Springer 2013
Materias:
Engineering
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-33110-7
http://cds.cern.ch/record/1500385

Internet

https://dx.doi.org/10.1007/978-3-642-33110-7
http://cds.cern.ch/record/1500385

Ejemplares similares