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Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

  • Book
  • © 2013

Overview

Authors:
  1. Antonio Gorgulho

    1. Instituto Superior Tecnico, Lisbon, Portugal

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  2. Rui F.M.F. Neves

    1. Instituto de Telecomunicações, Lisboa, Portugal

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  3. Nuno C.G. Horta

    1. , Instituto Superior Técnico, Instituto de Telecomunicações/, Lisbon, Portugal

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  • Proposes genetic algorithms to manage financial porfolios
  • Provides information to predict the future movement of a stock’s
  • Interdisciplinary content of interest to a broad range of researchers and professionials, from computer scientists to economists
  • Includes supplementary material: sn.pub/extras

Part of the book series: SpringerBriefs in Applied Sciences and Technology (BRIEFSAPPLSCIENCES)

Part of the book sub series: SpringerBriefs in Computational Intelligence (BRIEFSINTELL)

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Table of contents (5 chapters)

  1. Front Matter

    Pages i-xi
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  2. Introduction

    • António M. S. B. S. Gorgulho, Rui F. M. F. Neves, Nuno C. G. Horta
    Pages 1-4

  3. Related Work

    • António M. S. B. S. Gorgulho, Rui F. M. F. Neves, Nuno C. G. Horta
    Pages 5-30

  4. Solution’s Architecture

    • António M. S. B. S. Gorgulho, Rui F. M. F. Neves, Nuno C. G. Horta
    Pages 31-55

  5. System Validation

    • António M. S. B. S. Gorgulho, Rui F. M. F. Neves, Nuno C. G. Horta
    Pages 57-68

  6. Conclusions and Future Work

    • António M. S. B. S. Gorgulho, Rui F. M. F. Neves, Nuno C. G. Horta
    Pages 69-71

  7. Back Matter

    Pages 73-77
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Keywords

About this book

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.

Authors and Affiliations

  • Instituto Superior Tecnico, Lisbon, Portugal

    Antonio Gorgulho

  • Instituto de Telecomunicações, Lisboa, Portugal

    Rui F.M.F. Neves

  • , Instituto Superior Técnico, Instituto de Telecomunicações/, Lisbon, Portugal

    Nuno C.G. Horta

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