Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

Başlık:

Yazar:

Gorgulho, Antonio. author.

ISBN:

9783642329890

Ek Yazar:

Gorgulho, Antonio. author.

Fiziksel Tanım:

XI, 77 p. 30 illus., 15 illus. in color. online resource.

Series:

SpringerBriefs in Applied Sciences and Technology,

Contents:

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

Abstract:

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.

Konu Terimleri:

Engineering.

Artificial intelligence.

Computational intelligence.

Macroeconomics.

Macroeconomics/Monetary Economics//Financial Economics.

Artificial Intelligence (incl. Robotics).

Added Author:

Neves, Rui F.M.F.

Horta, Nuno C.G.

Added Corporate Author:

SpringerLink (Online service)

Electronic Access:

http://dx.doi.org/10.1007/978-3-642-32989-0

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Library	Materyal Türü	Barkod	Yer Numarası	Durum
Searching... Pamukkale Merkez Kütüphanesi	E-Kitap	82003-1001	Q342	Searching... Unknown

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Özet

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.