Investment Strategies Optimization based on a SAX-GA Methodology (Record no. 53229)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02669nam a22005415i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-642-33110-7 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200420221302.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 120928s2013 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783642331107 |
| -- | 978-3-642-33110-7 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 006.3 |
| 100 1# - AUTHOR NAME | |
| Author | Canelas, Ant�onio M.L. |
| 245 10 - TITLE STATEMENT | |
| Title | Investment Strategies Optimization based on a SAX-GA Methodology |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | XII, 81 p. 81 illus., 19 illus. in color. |
| 490 1# - SERIES STATEMENT | |
| Series statement | SpringerBriefs in Applied Sciences and Technology, |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | Introduction -- Market Analysis Background and Related Work -- SAX-GA Approach -- Results -- Conclusions and Future Work. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Neves, Rui F.M.F. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Horta, Nuno C.G. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-642-33110-7 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Berlin, Heidelberg : |
| -- | Springer Berlin Heidelberg : |
| -- | Imprint: Springer, |
| -- | 2013. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Engineering. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Artificial intelligence. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Economics, Mathematical. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Computational intelligence. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Macroeconomics. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Engineering. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Computational Intelligence. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Artificial Intelligence (incl. Robotics). |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Macroeconomics/Monetary Economics//Financial Economics. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Quantitative Finance. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 2191-530X |
| 912 ## - | |
| -- | ZDB-2-ENG |
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