Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

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 Compu...

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Bibliographic Details
Main Authors: Gorgulho, Antonio. (Author), Neves, Rui F.M.F. (Author), Horta, Nuno C.G. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Series:SpringerBriefs in Applied Sciences and Technology,
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-32989-0
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245 1 0 |a Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies  |c by Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta.  |h [electronic resource] / 
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505 0 # |a Preface -- Introduction -- Related Work -- Solution s Architecture -- System Validation -- Conclusions and Future Work -- References -- Appendixes. 
520 # # |a 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. 
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650 2 4 |a Artificial Intelligence (incl. Robotics). 
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700 1 # |a Horta, Nuno C.G.  |e author. 
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