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.The fundamental analysis (FA) is based on several economic and financial indicators, which attempt to evaluate the intrinsic value of a company. ... (GDP) ac New Home Sales Other indicators could be found in , where an important and detail list of indicators are presented. ... Technical analysis  is based on the stock prices and volumes movements, the technical analyst believe that changes on priceanbsp;...
|Title||:||Investment Strategies Optimization based on a SAX-GA Methodology|
|Author||:||António M.L. Canelas, Rui F.M.F. Neves, Nuno C G Horta|
|Publisher||:||Springer Science & Business Media - 2012-09-28|