Investment Strategies Optimization based on a SAX-GA Methodology

Investment Strategies Optimization based on a SAX-GA Methodology
Author :
Publisher : Springer Science & Business Media
Total Pages : 90
Release :
ISBN-10 : 9783642331091
ISBN-13 : 3642331092
Rating : 4/5 (91 Downloads)

Book Synopsis Investment Strategies Optimization based on a SAX-GA Methodology by : António M.L. Canelas

Download or read book Investment Strategies Optimization based on a SAX-GA Methodology written by António M.L. Canelas and published by Springer Science & Business Media. This book was released on 2012-09-28 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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