Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

2013
ISBN: 978-3-642-32988-3
Verlag: Springer

Buch, Englisch, 77 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 1533 g

Reihe: SpringerBriefs in Computational Intelligence

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.

Zielgruppe

Research

Autoren/Hrsg.

Gorgulho, Antonio

Horta, Nuno C. G.

Neves, Rui F.M.F.

Fachgebiete

• Mathematik | Informatik Mathematik Mathematik Interdisziplinär Finanz- und Versicherungsmathematik
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Börse, Rohstoffe
• Mathematik | Informatik EDV | Informatik Informatik Künstliche Intelligenz

Inhaltsverzeichnis

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