Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

  • Antonio Gorgulho
  • Rui F.M.F. Neves
  • Nuno C.G. Horta

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

Also part of the SpringerBriefs in Computational Intelligence book sub series (BRIEFSINTELL)

Table of contents

  1. Front Matter
    Pages i-xi
  2. António M. S. B. S. Gorgulho, Rui F. M. F. Neves, Nuno C. G. Horta
    Pages 1-4
  3. António M. S. B. S. Gorgulho, Rui F. M. F. Neves, Nuno C. G. Horta
    Pages 5-30
  4. António M. S. B. S. Gorgulho, Rui F. M. F. Neves, Nuno C. G. Horta
    Pages 31-55
  5. António M. S. B. S. Gorgulho, Rui F. M. F. Neves, Nuno C. G. Horta
    Pages 57-68
  6. António M. S. B. S. Gorgulho, Rui F. M. F. Neves, Nuno C. G. Horta
    Pages 69-71
  7. Back Matter
    Pages 73-77

About this book

Introduction

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.

Keywords

Computational Finance Portfolio Composition Stock Trading

Authors and affiliations

  • Antonio Gorgulho
    • 1
  • Rui F.M.F. Neves
    • 2
  • Nuno C.G. Horta
    • 3
  1. 1.Instituto Superior TecnicoLisbonPortugal
  2. 2.Instituto de TelecomunicaçõesLisboaPortugal
  3. 3., Instituto Superior TécnicoInstituto de Telecomunicações/LisbonPortugal

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-32989-0
  • Copyright Information The Author(s) 2013
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Engineering
  • Print ISBN 978-3-642-32988-3
  • Online ISBN 978-3-642-32989-0
  • Series Print ISSN 2191-530X
  • Series Online ISSN 2191-5318
  • About this book