, ,

Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

Paperback Engels 2012 2013e druk 9783642329883
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9783642329883
Taal:Engels
Bindwijze:paperback
Aantal pagina's:77
Uitgever:Springer Berlin Heidelberg
Druk:2013

Lezersrecensies

Wees de eerste die een lezersrecensie schrijft!

Inhoudsopgave

Preface.- Introduction.- Related Work.- Solution’s Architecture.- System Validation.- Conclusions and Future Work.- References.- Appendixes.

Managementboek Top 100

Rubrieken

    Personen

      Trefwoorden

        Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies