000 02540nam a22004935i 4500
001 978-3-642-32989-0
003 DE-He213
005 20140220082854.0
007 cr nn 008mamaa
008 120928s2013 gw | s |||| 0|eng d
020 _a9783642329890
_9978-3-642-32989-0
024 7 _a10.1007/978-3-642-32989-0
_2doi
050 4 _aQ342
072 7 _aUYQ
_2bicssc
072 7 _aCOM004000
_2bisacsh
082 0 4 _a006.3
_223
100 1 _aGorgulho, Antonio.
_eauthor.
245 1 0 _aIntelligent Financial Portfolio Composition based on Evolutionary Computation Strategies
_h[electronic resource] /
_cby Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2013.
300 _aXI, 77 p. 30 illus., 15 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringerBriefs in Applied Sciences and Technology,
_x2191-530X
505 0 _aPreface -- Introduction -- Related Work -- Solution’s Architecture -- System Validation -- Conclusions and Future Work -- References -- Appendixes.
520 _aThe 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.
650 0 _aEngineering.
650 0 _aArtificial intelligence.
650 0 _aFinance.
650 1 4 _aEngineering.
650 2 4 _aComputational Intelligence.
650 2 4 _aFinancial Economics.
650 2 4 _aArtificial Intelligence (incl. Robotics).
700 1 _aNeves, Rui F.M.F.
_eauthor.
700 1 _aHorta, Nuno C.G.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642329883
830 0 _aSpringerBriefs in Applied Sciences and Technology,
_x2191-530X
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-32989-0
912 _aZDB-2-ENG
999 _c97314
_d97314