TY  - BOOK
AU  - Canelas,António M.L.
AU  - Neves,Rui F.M.F.
AU  - Horta,Nuno C.G.
ED  - SpringerLink (Online service)
TI  - Investment Strategies Optimization based on a SAX-GA Methodology
T2  - SpringerBriefs in Applied Sciences and Technology,
SN  - 9783642331107
AV  - Q342 
U1  - 006.3 23
PY  - 2013///
CY  - Berlin, Heidelberg
PB  - Springer Berlin Heidelberg, Imprint: Springer
KW  - Engineering
KW  - Artificial intelligence
KW  - Economics, Mathematical
KW  - Computational intelligence
KW  - Macroeconomics
KW  - Computational Intelligence
KW  - Artificial Intelligence (incl. Robotics)
KW  - Macroeconomics/Monetary Economics//Financial Economics
KW  - Quantitative Finance
N1  - Introduction -- Market Analysis Background and Related Work -- SAX-GA Approach -- Results -- Conclusions and Future Work
N2  - 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
UR  - http://dx.doi.org/10.1007/978-3-642-33110-7
ER  -