SpringerBriefs in Computational Intelligence

Investment Strategies Optimization based on a SAX-GA Methodology

Authors: Canelas, António M.L., Neves, Rui F.M.F., Horta, Nuno

  • 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
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eBook $34.99
price for USA (gross)
  • ISBN 978-3-642-33110-7
  • 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 978-3-642-33109-1
  • 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
About this book

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 in order to identify the most relevant patterns and generate investment rules. The proposed approach considers several different chromosomes structures in order to achieve better results on the trading platform The methodology presented in this book has great potential on investment markets.

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)

Table of contents (5 chapters)

  • Introduction

    Canelas, Antonio M. L. (et al.)

    Pages 1-4

  • Market Analysis Background and Related Work

    Canelas, Antonio M. L. (et al.)

    Pages 5-35

  • SAX-GA Approach

    Canelas, Antonio M. L. (et al.)

    Pages 37-57

  • Results

    Canelas, Antonio M. L. (et al.)

    Pages 59-78

  • Conclusions and Future Work

    Canelas, Antonio M. L. (et al.)

    Pages 79-81

Buy this book

eBook $34.99
price for USA (gross)
  • ISBN 978-3-642-33110-7
  • 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 978-3-642-33109-1
  • 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
Investment Strategies Optimization based on a SAX-GA Methodology
Authors
Series Title
SpringerBriefs in Computational Intelligence
Copyright
2013
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
The Author(s)
eBook ISBN
978-3-642-33110-7
DOI
10.1007/978-3-642-33110-7
Softcover ISBN
978-3-642-33109-1
Series ISSN
2520-8551
Edition Number
1
Number of Pages
XII, 81
Number of Illustrations and Tables
62 b/w illustrations, 19 illustrations in colour
Topics