Bøger af Rui F.M.F. Neves

This book presents a new computational finance approach combining a Symbolic Aggregate approximation (SAX) technique with an optimization kernel based on genetic algorithms (GA).

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 book proposes a potential system based on Genetic Algorithms, which aims to manage a financial portfolio by using technical analysis indicators.