Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

個数:1
  • 電子書籍
  • ポイントキャンペーン

Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

  • 著者名:Gorgulho, Antonio/Neves, Rui F.M.F./Horta, Nuno C.G.
  • 価格 ¥10,117 (本体¥9,198)
  • Springer(2012/09/26発売)
  • 春分の日の三連休!Kinoppy 電子書籍・電子洋書 全点ポイント30倍キャンペーン(~3/22)
  • ポイント 2,730pt (実際に付与されるポイントはご注文内容確認画面でご確認下さい)
  • 言語:ENG
  • ISBN:9783642329883
  • eISBN:9783642329890

ファイル: /

Description

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.

Table of Contents

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

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