Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies
Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. HortaThe 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.
年:
2013
出版:
1
出版社:
Springer-Verlag Berlin Heidelberg
语言:
english
页:
77
ISBN 10:
3642329896
ISBN 13:
9783642329890
系列:
SpringerBriefs in Applied Sciences and Technology
文件:
PDF, 1.53 MB
IPFS:
,
english, 2013
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