LIBROS DEL AUTOR: rui ferreira neves

2 resultados para LIBROS DEL AUTOR: rui ferreira neves

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  • 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 €

  • Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA
    Antonio Daniel Silva / Nuno Horta / Rui Ferreira Neves
    This work presents a new approach to portfolio composition in the stock market. It incorporates a fundamental approach using financial ratios and technical indicators with a Multi-Objective Evolutionary Algorithms to choose the portfolio composition with two objectives the return and the risk. Two different chromosomes are used for representing different investment models with ...
    Disponible

    68,06 €