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...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2013, 2013
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| Edition: | 1st ed. 2013 |
| Series: | SpringerBriefs in Computational Intelligence
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Introduction
- Market Analysis Background and Related Work
- SAX-GA Approach
- Results
- Conclusions and Future Work