LIBROS DEL AUTOR: nuno c ghorta

4 resultados para LIBROS DEL AUTOR: nuno c ghorta

  • Identifying Patterns in Financial Markets
    João Leitão / Nuno C.G. Horta / Nuno C.GHorta / Rui Ferreira Neves
    This book describes a new pattern discovery approach based on the combination among rules between Perceptually Important Points (PIPs) and the Symbolic Aggregate approximation (SAX) representation optimized by Genetic Algorithm (GA). The proposed approach was tested with real data from S&P500 index and all the results obtained outperform the Buy&Hold strategy. Three different c...
    Disponible

    67,95 €

  • Generating Analog IC Layouts with LAYGEN II
    Nuno C. C. Lourenço / Nuno C.G. Horta / Nuno C.GHorta / Nuno CCLourenço / Ricardo M. F. Martins / Ricardo MFMartins
    This book presents an innovative methodology for the automatic generation of analog integrated circuits (ICs) layout, based on template descriptions and on evolutionary computational techniques. A design automation tool, LAYGEN II was implemented to validate the proposed approach giving special emphasis to reusability of expert design knowledge and to efficiency on retargeting ...
    Disponible

    68,04 €

  • 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...
    Disponible

    67,98 €

  • Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies
    Antonio Gorgulho / Nuno C.G. Horta / Nuno C.GHorta / Rui F.M.F. Neves / Rui F.M.FNeves
    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 ...
    Disponible

    67,97 €