Overview
- Presents a new computational finance approach combining SAX and GA
- Shows soft computing and computational intelligence as solutions for financial markets
- Case studies presented help identifying the investment strategy to apply in different situations
- Includes supplementary material: sn.pub/extras
Part of the book series: SpringerBriefs in Applied Sciences and Technology (BRIEFSAPPLSCIENCES)
Part of the book sub series: SpringerBriefs in Computational Intelligence (BRIEFSINTELL)
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Table of contents (5 chapters)
Keywords
About this book
Reviews
From the reviews:
“The book is accessible by anyone with a broad knowledge of statistics and algorithms, and an interest in finance. The nicely done, comprehensive illustrations make this complicated subject easy to understand, and compensate for the often-clumsy sentence structure. I recommend the book … .” (Martin Gfeller, Computing Reviews, May, 2013)Authors and Affiliations
Bibliographic Information
Book Title: Investment Strategies Optimization based on a SAX-GA Methodology
Authors: António M.L. Canelas, Rui F.M.F. Neves, Nuno C.G. Horta
Series Title: SpringerBriefs in Applied Sciences and Technology
DOI: https://doi.org/10.1007/978-3-642-33110-7
Publisher: Springer Berlin, Heidelberg
eBook Packages: Engineering, Engineering (R0)
Copyright Information: The Author(s) 2013
Softcover ISBN: 978-3-642-33109-1Published: 28 September 2012
eBook ISBN: 978-3-642-33110-7Published: 26 September 2012
Series ISSN: 2191-530X
Series E-ISSN: 2191-5318
Edition Number: 1
Number of Pages: XII, 81
Number of Illustrations: 62 b/w illustrations, 19 illustrations in colour
Topics: Computational Intelligence, Artificial Intelligence, Macroeconomics/Monetary Economics//Financial Economics, Quantitative Finance