Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies (SpringerBriefs in Applied Sciences and Technology) - Softcover

Book 11 of 472: SpringerBriefs in Applied Sciences and Technology

Gorgulho, Antonio; Neves, Rui F.M.F.; Horta, Nuno C.G.

 
9783642329883: Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies (SpringerBriefs in Applied Sciences and Technology)
Softcover
ISBN 10: 3642329888 ISBN 13: 9783642329883
Publisher: Springer, 2012

Synopsis

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.

"synopsis" may belong to another edition of this title.

From the Back Cover

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.

"About this title" may belong to another edition of this title.

Publisher
Springer
Publication date
2012
Language
English
ISBN 10 
3642329888
ISBN 13 
9783642329883
Binding
Paperback
Number of pages
88

Other Popular Editions of the Same Title

9783642329906: Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

Featured Edition

ISBN 10:  364232990X ISBN 13:  9783642329906
Publisher: Springer, 2012
Softcover