LIBROS DEL AUTOR: antonio m lcanelas

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  • Investment Strategies Optimization based on a SAX-GA Methodology
    António M.L. Canelas / António M.LCanelas / Nuno C.G. Horta / Nuno C.GHorta / Rui F.M.F. Neves / Rui F.M.FNeves
    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. T...
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    67,98 €