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.This fact and the easy access to trading in a manual or automatic way that creates a more accessible way to ... as clean and high as the images in the books , so the need to create some solution that helps on this task will always be welcomed.
|Title||:||Investment Strategies Optimization based on a SAX-GA Methodology|
|Author||:||António M.L. Canelas, Rui F.M.F. Neves, Nuno Horta|
|Publisher||:||Springer Science & Business Media - 2012-09-26|