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 marketas 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.Normally, each company announces its results following a quarterly basis, which is completely different from using daily or weekly data, such as the volume or price data employed on technical analysis. Although both strategies seem to be onanbsp;...
|Title||:||Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies|
|Author||:||Antonio Gorgulho, Rui F.M.F. Neves, Nuno C G Horta|
|Publisher||:||Springer Science & Business Media - 2012-09-27|