By Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta
The administration of monetary portfolios or money constitutes a well-known challenging in monetary markets which regularly calls for a rigorous research with a purpose to decide on the main ecocnomic resources. This topic is changing into well known between machine scientists which attempt to adapt recognized clever Computation options to the market's area. This publication proposes a possible process in keeping with Genetic Algorithms, which goals to regulate a monetary portfolio by utilizing technical research symptoms. the consequences are promising because the strategy sincerely outperforms the remainder methods throughout the contemporary industry crash.
Read or Download Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies (SpringerBriefs in Applied Sciences and Technology) PDF
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Extra resources for Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies (SpringerBriefs in Applied Sciences and Technology)
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4) As you can see from the previous figure, two major market indexes were used: • The DJI, Dow Jones Industrial Average Index , which contains the stock prices of 30 of the largest held companies in the United States; • The S & P500, Standard & Poors 500 , composed by 500 of the biggest publicity held companies which trade on the two largest American stock markets; NASDAQ and the New York Stock Exchange. All the financial data relative to the former indexes is downloaded through the Yahoo Finance Database .