Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

✍ Scribed by Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta (auth.)

Publisher: Springer-Verlag Berlin Heidelberg
Year: 2013
Tongue: English
Leaves: 84
Series: SpringerBriefs in Applied Sciences and Technology
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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.

✦ Table of Contents

Front Matter....Pages i-xi
Introduction....Pages 1-4
Related Work....Pages 5-30
Solution’s Architecture....Pages 31-55
System Validation....Pages 57-68
Conclusions and Future Work....Pages 69-71
Back Matter....Pages 73-77

✦ Subjects

Computational Intelligence; Financial Economics; Artificial Intelligence (incl. Robotics)

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