Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies
Author | : Antonio Gorgulho |
Publisher | : Springer Science & Business Media |
Total Pages | : 85 |
Release | : 2012-09-27 |
ISBN-10 | : 9783642329883 |
ISBN-13 | : 3642329888 |
Rating | : 4/5 (888 Downloads) |
Download or read book Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies written by Antonio Gorgulho and published by Springer Science & Business Media. This book was released on 2012-09-27 with total page 85 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.