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Intelligent Financial Portfolio Composition Based On Evolutionary Computation Strategies


Intelligent Financial Portfolio Composition Based On Evolutionary Computation Strategies
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Intelligent Financial Portfolio Composition Based On Evolutionary Computation Strategies


Intelligent Financial Portfolio Composition Based On Evolutionary Computation Strategies
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Author : Antonio Gorgulho
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-09-27

Intelligent Financial Portfolio Composition Based On Evolutionary Computation Strategies written by Antonio Gorgulho and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-09-27 with Business & Economics categories.


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.



Intelligent Financial Portfolio Composition Based On Evolutionary Computation Strategies


Intelligent Financial Portfolio Composition Based On Evolutionary Computation Strategies
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Author : Antonio Gorgulho
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-09-26

Intelligent Financial Portfolio Composition Based On Evolutionary Computation Strategies written by Antonio Gorgulho and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-09-26 with Technology & Engineering categories.


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.



Smart Computing Applications In Crowdfunding


Smart Computing Applications In Crowdfunding
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Author : Bo Xing
language : en
Publisher: CRC Press
Release Date : 2018-12-07

Smart Computing Applications In Crowdfunding written by Bo Xing and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-12-07 with Business & Economics categories.


The book focuses on smart computing for crowdfunding usage, looking at the crowdfunding landscape, e.g., reward-, donation-, equity-, P2P-based and the crowdfunding ecosystem, e.g., regulator, asker, backer, investor, and operator. The increased complexity of fund raising scenario, driven by the broad economic environment as well as the need for using alternative funding sources, has sparked research in smart computing techniques. Covering a wide range of detailed topics, the authors of this book offer an outstanding overview of the current state of the art; providing deep insights into smart computing methods, tools, and their applications in crowdfunding; exploring the importance of smart analysis, prediction, and decision-making within the fintech industry. This book is intended to be an authoritative and valuable resource for professional practitioners and researchers alike, as well as finance engineering, and computer science students who are interested in crowdfunding and other emerging fintech topics.



Computational Intelligence In Economics And Finance


Computational Intelligence In Economics And Finance
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Author : Paul P. Wang
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-07-11

Computational Intelligence In Economics And Finance written by Paul P. Wang and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-07-11 with Computers categories.


Computational intelligence (CI), as an alternative to statistical and econometric approaches, has been applied to a wide range of economics and finance problems in recent years, for example to price forecasting and market efficiency. This book contains research ranging from applications in financial markets and business administration to various economics problems. Not only are empirical studies utilizing various CI algorithms presented, but so also are theoretical models based on computational methods. In addition to direct applications of computational intelligence, readers can also observe how these methods are combined with conventional analytical methods such as statistical and econometric models to yield preferred results. Chen, Wang, and Kuo have grouped the 12 contributions following their introductory chapter into applications of fuzzy logic, neural networks (including self-organizing maps and support vector machines), and evolutionary computation. All chapters were selected either by invitation or based on a careful selection and extension of best papers from the International Workshop on Computational Intelligence in Economics and Finance in 2005. Overall, the book offers researchers an excellent overview of current advances and applications of computational intelligence techniques to economics and finance problems.



Computational Intelligence Techniques For Trading And Investment


Computational Intelligence Techniques For Trading And Investment
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Author : Christian Dunis
language : en
Publisher: Routledge
Release Date : 2014-03-26

Computational Intelligence Techniques For Trading And Investment written by Christian Dunis and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-03-26 with Business & Economics categories.


Computational intelligence, a sub-branch of artificial intelligence, is a field which draws on the natural world and adaptive mechanisms in order to study behaviour in changing complex environments. This book provides an interdisciplinary view of current technological advances and challenges concerning the application of computational intelligence techniques to financial time-series forecasting, trading and investment. The book is divided into five parts. The first part introduces the most important computational intelligence and financial trading concepts, while also presenting the most important methodologies from these different domains. The second part is devoted to the application of traditional computational intelligence techniques to the fields of financial forecasting and trading, and the third part explores the applications of artificial neural networks in these domains. The fourth part delves into novel evolutionary-based hybrid methodologies for trading and portfolio management, while the fifth part presents the applications of advanced computational intelligence modelling techniques in financial forecasting and trading. This volume will be useful for graduate and postgraduate students of finance, computational finance, financial engineering and computer science. Practitioners, traders and financial analysts will also benefit from this book.



Equity Smart Beta And Factor Investing For Practitioners


Equity Smart Beta And Factor Investing For Practitioners
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Author : Khalid Ghayur
language : en
Publisher: John Wiley & Sons
Release Date : 2019-05-29

Equity Smart Beta And Factor Investing For Practitioners written by Khalid Ghayur and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-29 with Business & Economics categories.


A guide to the popular and fast growing investment opportunities of smart beta Equity Smart Beta and Factor Investing for Practitioners offers a hands-on guide to the popular investment opportunities of smart beta, which is one of the fastest growing areas within the global equity asset class. This well-balanced book is written in accessible and understandable terms and contains an in-depth manual filled with analytical information and new ideas. The authors—noted experts in the field—include a definition of smart beta investing and detail its history. They also explore the distinguishing characteristics of smart beta strategies, offer an overview of factor investing, and reveal the implementation of smart beta approaches. Comprehensive in scope, the book contains helpful examples of applications, real-life illustrative case studies, and contributions from leading and respected practitioners that explain how they approach smart beta investing. This important book: Contains an in-depth exploration of smart beta investing Includes the information written in clear and accessible language Presents helpful case studies, illustrative examples, and contributions from leading and respected experts Offers a must have resource coauthored by the Head of Goldman Sachs’ equity smart beta business Written for investors who want to tap into the opportunities that smart beta offers, Equity Smart Beta and Factor Investing for Practitioners is the comprehensive resource for learning how to create more efficient overall equity portfolios.



Intelligent Systems Design And Applications


Intelligent Systems Design And Applications
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Author : Ajith Abraham
language : en
Publisher: Springer Nature
Release Date : 2024-07-29

Intelligent Systems Design And Applications written by Ajith Abraham and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-07-29 with Computers categories.


This book highlights recent research on intelligent systems and nature-inspired computing. It presents 47 selected papers focused on Real-World Applications from the 23rd International Conference on Intelligent Systems Design and Applications (ISDA 2023), which was held in 5 different cities namely Olten, Switzerland; Porto, Portugal; Kaunas, Lithuania; Greater Noida, India; Kochi, India and in online mode. The ISDA is a premier conference in the field of artificial intelligence, and the latest installment brought together researchers, engineers, and practitioners whose work involves intelligent systems and their applications in industry. ISDA 2023 had contributions by authors from 64 countries. This book offers a valuable reference guide for all specialists, scientists, academicians, researchers, students, and practitioners in the field of artificial intelligence and real-world applications.



Natural Computing In Computational Finance


Natural Computing In Computational Finance
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Author : Anthony Brabazon
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-06-09

Natural Computing In Computational Finance written by Anthony Brabazon and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-06-09 with Computers categories.


The chapters in this book illustrate the application of a range of cutting-edge natural computing and agent-based methodologies in computational finance and economics. The eleven chapters were selected following a rigorous, peer-reviewed, selection process.



Congress On Intelligent Systems


Congress On Intelligent Systems
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Author : Mukesh Saraswat
language : en
Publisher: Springer Nature
Release Date : 2022-07-01

Congress On Intelligent Systems written by Mukesh Saraswat and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-07-01 with Technology & Engineering categories.


This book is a collection of selected papers presented at the Second Congress on Intelligent Systems (CIS 2021), organized by Soft Computing Research Society and CHRIST (Deemed to be University), Bengaluru, India, during September 4 – 5, 2021. It includes novel and innovative work from experts, practitioners, scientists, and decision-makers from academia and industry. It covers topics such as Internet of things, information security, embedded systems, real-time systems, cloud computing, big data analysis, quantum computing, automation systems, bio-inspired intelligence, cognitive systems, cyber physical systems, data analytics, data/web mining, data science, intelligence for security, intelligent decision making systems, intelligent information processing, intelligent transportation, artificial intelligence for machine vision, imaging sensors technology, image segmentation, convolutional neural network, image/video classification, soft computing for machine vision, pattern recognition, human–computer interaction, robotic devices and systems, autonomous vehicles, intelligent control systems, human motor control, game playing, evolutionary algorithms, swarm optimization, neural network, deep learning, supervised learning, unsupervised learning, fuzzy logic, rough sets, computational optimization, and neuro-fuzzy systems.



Stock Exchange Trading Using Grid Pattern Optimized By A Genetic Algorithm With Speciation


Stock Exchange Trading Using Grid Pattern Optimized By A Genetic Algorithm With Speciation
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Author : Tiago Martins
language : en
Publisher: Springer Nature
Release Date : 2021-07-08

Stock Exchange Trading Using Grid Pattern Optimized By A Genetic Algorithm With Speciation written by Tiago Martins and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-07-08 with Technology & Engineering categories.


This book presents a genetic algorithm that optimizes a grid template pattern detector to find the best point to trade in the SP 500. The pattern detector is based on a template using a grid of weights with a fixed size. The template takes in consideration not only the closing price but also the open, high, and low values of the price during the period under testing in contrast to the traditional methods of analysing only the closing price. Each cell of the grid encompasses a score, and these are optimized by an evolutionary genetic algorithm that takes genetic diversity into consideration through a speciation routine, giving time for each individual of the population to be optimized within its own niche. With this method, the system is able to present better results and improves the results compared with other template approaches. The tests considered real data from the stock market and against state-of-the-art solutions, namely the ones using a grid of weights which does not have a fixed size and non-speciated approaches. During the testing period, the presented solution had a return of 21.3% compared to 10.9% of the existing approaches. The use of speciation was able to increase the returns of some results as genetic diversity was taken into consideration.