عنوان

Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

شابک

3642329896

شابک

9783642329890

شماره

b567564

عنوان اصلي

Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

نام عام مواد

[Book]

نام نخستين پديدآور

by Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta.

محل نشرو پخش و غیره

Berlin, Heidelberg

نام ناشر، پخش کننده و غيره

Springer Berlin Heidelberg : Imprint : Springer

تاریخ نشرو بخش و غیره

2013

نام خاص و کميت اثر

(XI, 77 p. 30 illustrations, 15 illustrations in color.)

عنوان فروست

SpringerBriefs in Applied Sciences and Technology

متن يادداشت

Preface.- Introduction.- Computational Finance .- Work's Purpose.- General Goals.- Concrete Goals.- Book's Structure.- Related Work.- Portfolio Theory.- Diversification.- Management.- Market Analysis.- Fundamental Analysis.- Technical Analysis.- Fundamental vs. Technical.- Evolutionary Computation.- Genetic Algorithms.- Individual Representation.- Initial Generation.- Selection.- Offspring Generation.- Genetic Programming.- Existing Solutions.- Portfolio Optimization Theory.- Markowitz's Pioneer Work.- Alternative Models.- Solving Markowitz's Model.- Quadratic Programming.- Modeling Real World.- Metaheuristics Approaches to Portfolio Optimization.- Single-objective Evolutionary Algorithms.- Multi-objective Evolutionary Algorithms.- Extensions to Genetic Algorithms.- Technical and Fundamental Analysis in Portfolio Management.- Solution's Architecture.- Overall Architecture.- Data Flow.- Financial Data Processing Module.- Implementation and Functionality.- Technical Rules Module .- Extensibility and Technical Rules Module Implementation.- Exponential Moving Average (EMA).- Hull Moving Average (HMA).- Double Crossover.- Rate of Change (ROC).- Relative Strength Index (RSI).- Moving Average Convergence Divergence (MACD) .- On Balance Volume (OBV).- True Strength Index (TSI).- Optimization Module.- Chromosome Representation.- Selection.- Mutation.- Crossover.- Initial Generation.- Constraints Handling.- Evaluation Function.- Optimization Module Implementation.- Investment Simulator Module.- Implementation and Functionality.- System Validation.- Performance Measures.- Return on Investment (ROI).- Ratio.- Sortino Ratio.- Classification Parameters.- Strategies Employed.- Case Studies.- Conclusions and Future Work.- Appendixes.

موضوع مستند نشده

Artificial intelligence.

موضوع مستند نشده

Engineering.

موضوع مستند نشده

Finance.

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

by Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta.

مستند نام اشخاص تاييد نشده

Antonio Gorgulho

مستند نام اشخاص تاييد نشده

Nuno C G Horta

مستند نام اشخاص تاييد نشده

Rui F M F Neves

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y