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. The proposed approach considers several different chromosomes structures in order to achieve better results on the trading platform The methodology presented in this book has great potential on investment markets.1.2 Motivation and Worka#39;s Purpose 3 creating a system that could deal and adapt to the fast changing world of the markets, would ... For testing this new methodology the application will invest on stocks from the Saamp;P 500 index in real marketanbsp;...
|Title||:||Investment Strategies Optimization based on a SAX-GA Methodology|
|Author||:||António M.L. Canelas, Rui F.M.F. Neves, Nuno C G Horta|
|Publisher||:||Springer Science & Business Media - 2012-09-28|