SpringerBriefs in Computational Intelligence

Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

Authors: Gorgulho, Antonio, Neves, Rui F.M.F., Horta, Nuno

  • Proposes genetic algorithms to manage financial porfolios
  • Provides information to predict the future movement of a stock’s
  • price
  • Interdisciplinary content of interest to a broad range of researchers and professionials, from computer scientists to economists
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eBook $34.99
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  • ISBN 978-3-642-32989-0
  • Digitally watermarked, DRM-free
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  • Immediate eBook download after purchase
Softcover $49.95
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  • ISBN 978-3-642-32988-3
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About this book

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.

Table of contents (5 chapters)

  • Introduction

    Gorgulho, António M. S. B. S. (et al.)

    Pages 1-4

  • Related Work

    Gorgulho, António M. S. B. S. (et al.)

    Pages 5-30

  • Solution’s Architecture

    Gorgulho, António M. S. B. S. (et al.)

    Pages 31-55

  • System Validation

    Gorgulho, António M. S. B. S. (et al.)

    Pages 57-68

  • Conclusions and Future Work

    Gorgulho, António M. S. B. S. (et al.)

    Pages 69-71

Buy this book

eBook $34.99
price for USA (gross)
  • ISBN 978-3-642-32989-0
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $49.95
price for USA
  • ISBN 978-3-642-32988-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies
Authors
Series Title
SpringerBriefs in Computational Intelligence
Copyright
2013
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
The Author(s)
eBook ISBN
978-3-642-32989-0
DOI
10.1007/978-3-642-32989-0
Softcover ISBN
978-3-642-32988-3
Series ISSN
2520-8551
Edition Number
1
Number of Pages
XI, 77
Number of Illustrations and Tables
15 b/w illustrations, 15 illustrations in colour
Topics