TY  - BOOK
AU  - Gorgulho,Antonio
AU  - Neves,Rui F.M.F.
AU  - Horta,Nuno C.G.
ED  - SpringerLink (Online service)
TI  - Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies
T2  - SpringerBriefs in Applied Sciences and Technology,
SN  - 9783642329890
AV  - Q342 
U1  - 006.3 23
PY  - 2013///
CY  - Berlin, Heidelberg
PB  - Springer Berlin Heidelberg, Imprint: Springer
KW  - Engineering
KW  - Artificial intelligence
KW  - Computational intelligence
KW  - Macroeconomics
KW  - Computational Intelligence
KW  - Macroeconomics/Monetary Economics//Financial Economics
KW  - Artificial Intelligence (incl. Robotics)
N1  - Preface -- Introduction -- Related Work -- Solution’s Architecture -- System Validation -- Conclusions and Future Work -- References -- Appendixes
N2  - 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
UR  - http://dx.doi.org/10.1007/978-3-642-32989-0
ER  -