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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Main Authors: Gorgulho, Antonio. (Author, http://id.loc.gov/vocabulary/relators/aut), Neves, Rui F.M.F. (http://id.loc.gov/vocabulary/relators/aut), Horta, Nuno C.G. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:SpringerBriefs in Computational Intelligence,
Subjects:
Online Access:https://doi.org/10.1007/978-3-642-32989-0
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100 1 |a Gorgulho, Antonio.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies  |h [electronic resource] /  |c by Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta. 
250 |a 1st ed. 2013. 
264 1 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg :  |b Imprint: Springer,  |c 2013. 
300 |a XI, 77 p. 30 illus., 15 illus. in color.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
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490 1 |a SpringerBriefs in Computational Intelligence,  |x 2625-3704 
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. 
650 0 |a Computational intelligence. 
650 0 |a Macroeconomics. 
650 0 |a Artificial intelligence. 
650 1 4 |a Computational Intelligence.  |0 https://scigraph.springernature.com/ontologies/product-market-codes/T11014 
650 2 4 |a Macroeconomics/Monetary Economics//Financial Economics.  |0 https://scigraph.springernature.com/ontologies/product-market-codes/W32000 
650 2 4 |a Artificial Intelligence.  |0 https://scigraph.springernature.com/ontologies/product-market-codes/I21000 
700 1 |a Neves, Rui F.M.F.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
700 1 |a Horta, Nuno C.G.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
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