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Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta (Autoren)

Buch | Softcover

XI, 77 Seiten

2012 | 2013
Springer Berlin (Verlag)
978-3-642-32988-3 (ISBN)

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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.

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

Erscheint lt. Verlag	27.9.2012
Reihe/Serie	SpringerBriefs in Applied Sciences and Technology
Reihe/Serie	SpringerBriefs in Computational Intelligence
Zusatzinfo	XI, 77 p. 30 illus., 15 illus. in color.
Verlagsort	Berlin
Sprache	englisch
Maße	155 x 235 mm
Gewicht	162 g
Themenwelt	Informatik ► Theorie / Studium ► Künstliche Intelligenz / Robotik
	Technik
	Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft
	Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie
Schlagworte	Computational Finance • Portfolio Composition • Portfolio-Management • Stock Trading
ISBN-10	3-642-32988-8 / 3642329888
ISBN-13	978-3-642-32988-3 / 9783642329883
Zustand	Neuware