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Investment Strategies Optimization based on a SAX-GA Methodology

Posted By: AvaxGenius
Investment Strategies Optimization based on a SAX-GA Methodology

Investment Strategies Optimization based on a SAX-GA Methodology by António M.L. Canelas
English | PDF | 2013 | 90 Pages | ISBN : 3642331092 | 4.7 MB

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.

Stock Exchange Trading Using Grid Pattern Optimized by A Genetic Algorithm with Speciation: The Case of S&P 500

Posted By: AvaxGenius
Stock Exchange Trading Using Grid Pattern Optimized by A Genetic Algorithm with Speciation: The Case of S&P 500

Stock Exchange Trading Using Grid Pattern Optimized by A Genetic Algorithm with Speciation: The Case of S&P 500 by Tiago Martins
English | PDF,EPUB | 2021 | 79 Pages | ISBN : 3030766799 | 12.9 MB

This book presents a genetic algorithm that optimizes a grid template pattern detector to find the best point to trade in the SP 500. The pattern detector is based on a template using a grid of weights with a fixed size. The template takes in consideration not only the closing price but also the open, high, and low values of the price during the period under testing in contrast to the traditional methods of analysing only the closing price.