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Investment Strategies Optimization Based On A Sax Ga Methodology


Investment Strategies Optimization Based On A Sax Ga Methodology
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Investment Strategies Optimization Based On A Sax Ga Methodology


Investment Strategies Optimization Based On A Sax Ga Methodology
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Author : António M.L. Canelas
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-09-28

Investment Strategies Optimization Based On A Sax Ga Methodology written by António M.L. Canelas 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 2012-09-28 with Computers categories.


This book presents a new computational finance approach combining a Symbolic Aggregate approximation (SAX) technique with an optimization kernel based on genetic algorithms (GA). While the SAX representation is used to describe the financial time series, the evolutionary optimization kernel is used in order to identify the most relevant patterns and generate investment rules. The proposed approach considers several different chromosomes structures in order to achieve better results on the trading platform The methodology presented in this book has great potential on investment markets.



Advances In Swarm And Computational Intelligence


Advances In Swarm And Computational Intelligence
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Author : Ying Tan
language : en
Publisher: Springer
Release Date : 2015-06-01

Advances In Swarm And Computational Intelligence written by Ying Tan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-06-01 with Computers categories.


This book and its companion volumes, LNCS volumes 9140, 9141 and 9142, constitute the proceedings of the 6th International Conference on Swarm Intelligence, ICSI 2015 held in conjunction with the Second BRICS Congress on Computational Intelligence, CCI 2015, held in Beijing, China in June 2015. The 161 revised full papers presented were carefully reviewed and selected from 294 submissions. The papers are organized in 28 cohesive sections covering all major topics of swarm intelligence and computational intelligence research and development, such as novel swarm-based optimization algorithms and applications; particle swarm opt8imization; ant colony optimization; artificial bee colony algorithms; evolutionary and genetic algorithms; differential evolution; brain storm optimization algorithm; biogeography based optimization; cuckoo search; hybrid methods; multi-objective optimization; multi-agent systems and swarm robotics; Neural networks and fuzzy methods; data mining approaches; information security; automation control; combinatorial optimization algorithms; scheduling and path planning; machine learning; blind sources separation; swarm interaction behavior; parameters and system optimization; neural networks; evolutionary and genetic algorithms; fuzzy systems; forecasting algorithms; classification; tracking analysis; simulation; image and texture analysis; dimension reduction; system optimization; segmentation and detection system; machine translation; virtual management and disaster analysis.



Algorithms And Architectures For Parallel Processing


Algorithms And Architectures For Parallel Processing
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Author : Jaideep Vaidya
language : en
Publisher: Springer
Release Date : 2018-12-07

Algorithms And Architectures For Parallel Processing written by Jaideep Vaidya and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-12-07 with Computers categories.


The four-volume set LNCS 11334-11337 constitutes the proceedings of the 18th International Conference on Algorithms and Architectures for Parallel Processing, ICA3PP 2018, held in Guangzhou, China, in November 2018. The 141 full and 50 short papers presented were carefully reviewed and selected from numerous submissions. The papers are organized in topical sections on Distributed and Parallel Computing; High Performance Computing; Big Data and Information Processing; Internet of Things and Cloud Computing; and Security and Privacy in Computing.



Proceedings Of The 13th International Conference On Ubiquitous Information Management And Communication Imcom 2019


Proceedings Of The 13th International Conference On Ubiquitous Information Management And Communication Imcom 2019
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Author : Sukhan Lee
language : en
Publisher: Springer
Release Date : 2019-05-22

Proceedings Of The 13th International Conference On Ubiquitous Information Management And Communication Imcom 2019 written by Sukhan Lee and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-22 with Computers categories.


Over past few years, technologies have experienced boundaries getting blurred and concept of convergence to gain prominence. Harnessing from this, two main tracks for information processing management and communication are held, covering both research and application works of information management, intelligent information processing, interaction management, networking/ telecommunications, and social interaction. This book creates unique opportunity for research convergence among truly diverse technology domains of computer science. Leveraging from this diversity of topics, researchers get to generate novel research ideas by seeking application of their research in a different technology domain. This volume represents the collection of papers presented at the 13th International Conference on Ubiquitous Information Management and Communication (IMCOM 2019), held on 4-6 January 2019 in Phuket, Thailand. Out of 228 papers submitted from all around the world 88 papers were accepted for presentations. The 88 contributions to this volume are organized into 5 chapters: Chapter 1. Network Evolution, Chapter 2. Intelligent and Secure Network, Chapter 3. Image and Video Processing, Chapter 4. Information Technology and Society, and Chapter 5. Data Mining and Learning. Our editors wish readers to find this volume informative and enjoyable.



Advanced Methodologies And Technologies In Business Operations And Management


Advanced Methodologies And Technologies In Business Operations And Management
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Author : Khosrow-Pour, D.B.A., Mehdi
language : en
Publisher: IGI Global
Release Date : 2018-09-14

Advanced Methodologies And Technologies In Business Operations And Management written by Khosrow-Pour, D.B.A., Mehdi and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-14 with Business & Economics categories.


Businesses consistently work on new projects, products, and workflows to remain competitive and successful in the modern business environment. To remain zealous, businesses must employ the most effective methods and tools in human resources, project management, and overall business plan execution as competitors work to succeed as well. Advanced Methodologies and Technologies in Business Operations and Management provides emerging research on business tools such as employee engagement, payout policies, and financial investing to promote operational success. While highlighting the challenges facing modern organizations, readers will learn how corporate social responsibility and utilizing artificial intelligence improve a company’s culture and management. This book is an ideal resource for executives and managers, researchers, accountants, and financial investors seeking current research on business operations and management.



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.



Parallel Genetic Algorithms For Financial Pattern Discovery Using Gpus


Parallel Genetic Algorithms For Financial Pattern Discovery Using Gpus
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Author : João Baúto
language : en
Publisher: Springer
Release Date : 2018-02-03

Parallel Genetic Algorithms For Financial Pattern Discovery Using Gpus written by João Baúto and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-02-03 with Technology & Engineering categories.


This Brief presents a study of SAX/GA, an algorithm to optimize market trading strategies, to understand how the sequential implementation of SAX/GA and genetic operators work to optimize possible solutions. This study is later used as the baseline for the development of parallel techniques capable of exploring the identified points of parallelism that simply focus on accelerating the heavy duty fitness function to a full GPU accelerated GA.



Encyclopedia Of Information Science And Technology Fourth Edition


Encyclopedia Of Information Science And Technology Fourth Edition
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Author : Khosrow-Pour, D.B.A., Mehdi
language : en
Publisher: IGI Global
Release Date : 2017-06-20

Encyclopedia Of Information Science And Technology Fourth Edition written by Khosrow-Pour, D.B.A., Mehdi and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-06-20 with Computers categories.


In recent years, our world has experienced a profound shift and progression in available computing and knowledge sharing innovations. These emerging advancements have developed at a rapid pace, disseminating into and affecting numerous aspects of contemporary society. This has created a pivotal need for an innovative compendium encompassing the latest trends, concepts, and issues surrounding this relevant discipline area. During the past 15 years, the Encyclopedia of Information Science and Technology has become recognized as one of the landmark sources of the latest knowledge and discoveries in this discipline. The Encyclopedia of Information Science and Technology, Fourth Edition is a 10-volume set which includes 705 original and previously unpublished research articles covering a full range of perspectives, applications, and techniques contributed by thousands of experts and researchers from around the globe. This authoritative encyclopedia is an all-encompassing, well-established reference source that is ideally designed to disseminate the most forward-thinking and diverse research findings. With critical perspectives on the impact of information science management and new technologies in modern settings, including but not limited to computer science, education, healthcare, government, engineering, business, and natural and physical sciences, it is a pivotal and relevant source of knowledge that will benefit every professional within the field of information science and technology and is an invaluable addition to every academic and corporate library.



Identifying Patterns In Financial Markets


Identifying Patterns In Financial Markets
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Author : João Leitão
language : en
Publisher: Springer
Release Date : 2017-12-26

Identifying Patterns In Financial Markets written by João Leitão and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-12-26 with Technology & Engineering categories.


This book describes a new pattern discovery approach based on the combination among rules between Perceptually Important Points (PIPs) and the Symbolic Aggregate approximation (SAX) representation optimized by Genetic Algorithm (GA). The proposed approach was tested with real data from S&P500 index and all the results obtained outperform the Buy&Hold strategy. Three different case studies are presented by the authors.



Practical Optimization Methods


Practical Optimization Methods
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Author : M. Asghar Bhatti
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Practical Optimization Methods written by M. Asghar Bhatti 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 2012-12-06 with Technology & Engineering categories.


The goal of this book is to present basic optimization theory and modern computational algorithms in a concise manner. The book is suitable for un dergraduate and graduate students in all branches of engineering, operations research, and management information systems. The book should also be use ful for practitioners who are interested in learning optimization and using these techniques on their own. Most available books in the field tend to be either too theoretical or present computational algorithms in a cookbook style. An approach that falls some where in between these two extremes is adopted in this book. Theory is pre sented in an informal style to make sense to most undergraduate and graduate students in engineering and business. Computational algorithms are also de veloped in an informal style by appealing to readers' intuition rather than mathematical rigor. The available, computationally oriented books generally present algorithms alone and expect readers to perform computations by hand or implement these algorithms by themselves. This obviously is unrealistic for a usual introductory optimization course in which a wide variety of optimization algorithms are discussed. There are some books that present programs written in traditional computer languages such as Basic, FORTRAN, or Pascal. These programs help with computations, but are of limited value in developing understanding of the algorithms because very little information about the intermediate steps v ' Preface VI -------------------------------------------------------- is presented.