Investment strategies optimization based on a SAX-GA methodology
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...
| Main Author: | Canelas, António M. L. |
|---|---|
| Other Authors: | Neves, Rui F. M. F., Horta, Nuno C. G., SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
©2013.
Berlin ; New York : [2013] |
| Physical Description: |
1 online resource (81 pages). |
| Series: |
SpringerBriefs in applied sciences and technology. Computational intelligence.
|
| Subjects: |