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
Page : 90 pages
File Size : 48,7 Mb
Release : 2012-09-26
Category : Technology & Engineering
ISBN : 9783642331107

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Investment Strategies Optimization based on a SAX-GA Methodology by António M.L. Canelas,Rui F.M.F. Neves,Nuno C.G. Horta Pdf

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.

Author : António M.L. Canelas,Rui F.M.F. Neves,Nuno Horta
Publisher : Springer Science & Business Media
Page : 90 pages
File Size : 43,9 Mb
Release : 2012-09-28
Category : Computers
ISBN : 9783642331091

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Investment Strategies Optimization based on a SAX-GA Methodology by António M.L. Canelas,Rui F.M.F. Neves,Nuno Horta Pdf

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.

Author : Ying Tan,Yuhui Shi,Fernando Buarque,Alexander Gelbukh,Swagatam Das,Andries Engelbrecht
Publisher : Springer
Page : 496 pages
File Size : 48,8 Mb
Release : 2015-06-01
Category : Computers
ISBN : 9783319204697

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Advances in Swarm and Computational Intelligence by Ying Tan,Yuhui Shi,Fernando Buarque,Alexander Gelbukh,Swagatam Das,Andries Engelbrecht Pdf

This book and its companion volumes, LNCS volumes 9140, 9141 and 9142, constitute the proceedings of the 6th International Conference on Swarm Intelligence, ICSI 2015 held in conjunction with the Second BRICS Congress on Computational Intelligence, CCI 2015, held in Beijing, China in June 2015. The 161 revised full papers presented were carefully reviewed and selected from 294 submissions. The papers are organized in 28 cohesive sections covering all major topics of swarm intelligence and computational intelligence research and development, such as novel swarm-based optimization algorithms and applications; particle swarm opt8imization; ant colony optimization; artificial bee colony algorithms; evolutionary and genetic algorithms; differential evolution; brain storm optimization algorithm; biogeography based optimization; cuckoo search; hybrid methods; multi-objective optimization; multi-agent systems and swarm robotics; Neural networks and fuzzy methods; data mining approaches; information security; automation control; combinatorial optimization algorithms; scheduling and path planning; machine learning; blind sources separation; swarm interaction behavior; parameters and system optimization; neural networks; evolutionary and genetic algorithms; fuzzy systems; forecasting algorithms; classification; tracking analysis; simulation; image and texture analysis; dimension reduction; system optimization; segmentation and detection system; machine translation; virtual management and disaster analysis.

Author : Sukhan Lee,Roslan Ismail,Hyunseung Choo
Publisher : Springer
Page : 1134 pages
File Size : 54,6 Mb
Release : 2019-05-22
Category : Technology & Engineering
ISBN : 9783030190637

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Proceedings of the 13th International Conference on Ubiquitous Information Management and Communication (IMCOM) 2019 by Sukhan Lee,Roslan Ismail,Hyunseung Choo Pdf

Over past few years, technologies have experienced boundaries getting blurred and concept of convergence to gain prominence. Harnessing from this, two main tracks for information processing management and communication are held, covering both research and application works of information management, intelligent information processing, interaction management, networking/ telecommunications, and social interaction. This book creates unique opportunity for research convergence among truly diverse technology domains of computer science. Leveraging from this diversity of topics, researchers get to generate novel research ideas by seeking application of their research in a different technology domain. This volume represents the collection of papers presented at the 13th International Conference on Ubiquitous Information Management and Communication (IMCOM 2019), held on 4-6 January 2019 in Phuket, Thailand. Out of 228 papers submitted from all around the world 88 papers were accepted for presentations. The 88 contributions to this volume are organized into 5 chapters: Chapter 1. Network Evolution, Chapter 2. Intelligent and Secure Network, Chapter 3. Image and Video Processing, Chapter 4. Information Technology and Society, and Chapter 5. Data Mining and Learning. Our editors wish readers to find this volume informative and enjoyable.

Author : Jaideep Vaidya,Jin Li
Publisher : Springer
Page : 652 pages
File Size : 49,8 Mb
Release : 2018-12-07
Category : Computers
ISBN : 9783030050542

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Algorithms and Architectures for Parallel Processing by Jaideep Vaidya,Jin Li Pdf

The four-volume set LNCS 11334-11337 constitutes the proceedings of the 18th International Conference on Algorithms and Architectures for Parallel Processing, ICA3PP 2018, held in Guangzhou, China, in November 2018. The 141 full and 50 short papers presented were carefully reviewed and selected from numerous submissions. The papers are organized in topical sections on Distributed and Parallel Computing; High Performance Computing; Big Data and Information Processing; Internet of Things and Cloud Computing; and Security and Privacy in Computing.

Author : Khosrow-Pour, D.B.A., Mehdi
Publisher : IGI Global
Page : 1482 pages
File Size : 55,7 Mb
Release : 2018-09-14
Category : Business & Economics
ISBN : 9781522573630

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Advanced Methodologies and Technologies in Business Operations and Management by Khosrow-Pour, D.B.A., Mehdi Pdf

Businesses consistently work on new projects, products, and workflows to remain competitive and successful in the modern business environment. To remain zealous, businesses must employ the most effective methods and tools in human resources, project management, and overall business plan execution as competitors work to succeed as well. Advanced Methodologies and Technologies in Business Operations and Management provides emerging research on business tools such as employee engagement, payout policies, and financial investing to promote operational success. While highlighting the challenges facing modern organizations, readers will learn how corporate social responsibility and utilizing artificial intelligence improve a company’s culture and management. This book is an ideal resource for executives and managers, researchers, accountants, and financial investors seeking current research on business operations and management.

Author : Tiago Martins,Rui Neves
Publisher : Springer Nature
Page : 68 pages
File Size : 48,9 Mb
Release : 2021-07-08
Category : Technology & Engineering
ISBN : 9783030766801

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Stock Exchange Trading Using Grid Pattern Optimized by A Genetic Algorithm with Speciation by Tiago Martins,Rui Neves Pdf

This book presents a genetic algorithm that optimizes a grid template pattern detector to find the best point to trade in the SP 500. The pattern detector is based on a template using a grid of weights with a fixed size. The template takes in consideration not only the closing price but also the open, high, and low values of the price during the period under testing in contrast to the traditional methods of analysing only the closing price. Each cell of the grid encompasses a score, and these are optimized by an evolutionary genetic algorithm that takes genetic diversity into consideration through a speciation routine, giving time for each individual of the population to be optimized within its own niche. With this method, the system is able to present better results and improves the results compared with other template approaches. The tests considered real data from the stock market and against state-of-the-art solutions, namely the ones using a grid of weights which does not have a fixed size and non-speciated approaches. During the testing period, the presented solution had a return of 21.3% compared to 10.9% of the existing approaches. The use of speciation was able to increase the returns of some results as genetic diversity was taken into consideration.

Author : João Baúto,Rui Neves,Nuno Horta
Publisher : Springer
Page : 91 pages
File Size : 53,5 Mb
Release : 2018-02-03
Category : Technology & Engineering
ISBN : 9783319733296

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Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs by João Baúto,Rui Neves,Nuno Horta Pdf

This Brief presents a study of SAX/GA, an algorithm to optimize market trading strategies, to understand how the sequential implementation of SAX/GA and genetic operators work to optimize possible solutions. This study is later used as the baseline for the development of parallel techniques capable of exploring the identified points of parallelism that simply focus on accelerating the heavy duty fitness function to a full GPU accelerated GA.

Author : João Leitão,Rui Ferreira Neves,Nuno C.G. Horta
Publisher : Springer
Page : 66 pages
File Size : 54,8 Mb
Release : 2017-12-26
Category : Technology & Engineering
ISBN : 9783319701608

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Identifying Patterns in Financial Markets by João Leitão,Rui Ferreira Neves,Nuno C.G. Horta Pdf

This book describes a new pattern discovery approach based on the combination among rules between Perceptually Important Points (PIPs) and the Symbolic Aggregate approximation (SAX) representation optimized by Genetic Algorithm (GA). The proposed approach was tested with real data from S&P500 index and all the results obtained outperform the Buy&Hold strategy. Three different case studies are presented by the authors.

Author : Khosrow-Pour, D.B.A., Mehdi
Publisher : IGI Global
Page : 8104 pages
File Size : 47,6 Mb
Release : 2017-06-20
Category : Computers
ISBN : 9781522522560

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Encyclopedia of Information Science and Technology, Fourth Edition by Khosrow-Pour, D.B.A., Mehdi Pdf

In recent years, our world has experienced a profound shift and progression in available computing and knowledge sharing innovations. These emerging advancements have developed at a rapid pace, disseminating into and affecting numerous aspects of contemporary society. This has created a pivotal need for an innovative compendium encompassing the latest trends, concepts, and issues surrounding this relevant discipline area. During the past 15 years, the Encyclopedia of Information Science and Technology has become recognized as one of the landmark sources of the latest knowledge and discoveries in this discipline. The Encyclopedia of Information Science and Technology, Fourth Edition is a 10-volume set which includes 705 original and previously unpublished research articles covering a full range of perspectives, applications, and techniques contributed by thousands of experts and researchers from around the globe. This authoritative encyclopedia is an all-encompassing, well-established reference source that is ideally designed to disseminate the most forward-thinking and diverse research findings. With critical perspectives on the impact of information science management and new technologies in modern settings, including but not limited to computer science, education, healthcare, government, engineering, business, and natural and physical sciences, it is a pivotal and relevant source of knowledge that will benefit every professional within the field of information science and technology and is an invaluable addition to every academic and corporate library.

Author : Carlos Coello Coello,Gary B. Lamont,David A. van Veldhuizen
Publisher : Springer Science & Business Media
Page : 810 pages
File Size : 50,6 Mb
Release : 2007-08-26
Category : Computers
ISBN : 9780387367972

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Evolutionary Algorithms for Solving Multi-Objective Problems by Carlos Coello Coello,Gary B. Lamont,David A. van Veldhuizen Pdf

This textbook is a second edition of Evolutionary Algorithms for Solving Multi-Objective Problems, significantly expanded and adapted for the classroom. The various features of multi-objective evolutionary algorithms are presented here in an innovative and student-friendly fashion, incorporating state-of-the-art research. The book disseminates the application of evolutionary algorithm techniques to a variety of practical problems. It contains exhaustive appendices, index and bibliography and links to a complete set of teaching tutorials, exercises and solutions.

Author : Sarah Britton
Publisher : Appetite by Random House
Page : 256 pages
File Size : 51,7 Mb
Release : 2015-03-31
Category : Cooking
ISBN : 9780449016459

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My New Roots by Sarah Britton Pdf

Holistic nutritionist and highly-regarded blogger Sarah Britton presents a refreshing, straight-forward approach to balancing mind, body, and spirit through a diet made up of whole foods. Sarah Britton's approach to plant-based cuisine is about satisfaction--foods that satiate on a physical, emotional, and spiritual level. Based on her knowledge of nutrition and her love of cooking, Sarah Britton crafts recipes made from organic vegetables, fruits, whole grains, beans, lentils, nuts, and seeds. She explains how a diet based on whole foods allows the body to regulate itself, eliminating the need to count calories. My New Roots draws on the enormous appeal of Sarah Britton's blog, which strikes the perfect balance between healthy and delicious food. She is a "whole food lover," a cook who makes simple accessible plant-based meals that are a pleasure to eat and a joy to make. This book takes its cues from the rhythms of the earth, showcasing 100 seasonal recipes. Sarah simmers thinly sliced celery root until it mimics pasta for Butternut Squash Lasagna, and whips up easy raw chocolate to make homemade chocolate-nut butter candy cups. Her recipes are not about sacrifice, deprivation, or labels--they are about enjoying delicious food that's also good for you.

Author : Thomas Connolly
Publisher : Addison-Wesley
Page : 128 pages
File Size : 51,6 Mb
Release : 2005-08-01
Category : Electronic
ISBN : 1405836563

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Valuepack by Thomas Connolly Pdf

Author : Nancy L. Moureau
Publisher : Springer
Page : 303 pages
File Size : 49,7 Mb
Release : 2019-06-10
Category : Medical
ISBN : 9783030031497

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Vessel Health and Preservation: The Right Approach for Vascular Access by Nancy L. Moureau Pdf

This Open access book offers updated and revised information on vessel health and preservation (VHP), a model concept first published in poster form in 2008 and in JVA in 2012, which has received a great deal of attention, especially in the US, UK and Australia. The book presents a model and a new way of thinking applied to vascular access and administration of intravenous treatment, and shows how establishing and maintaining a route of access to the bloodstream is essential for patients in acute care today. Until now, little thought has been given to an intentional process to guide selection, insertion and management of vascular access devices (VADs) and by default actions are based on crisis management when a quickly selected VAD fails. The book details how VHP establishes a framework or pathway model for each step of the patient experience, intentionally guiding, improving and eliminating risk when possible. The evidence points to the fact that reducing fragmentation, establishing a pathway, and teaching the process to all stakeholders reduces complications with intravenous therapy, improves efficiency and diminishes cost. As such this book appeals to bedside nurses, physicians and other health professionals.

Author : Anonim
Publisher : Unknown
Page : 1842 pages
File Size : 40,9 Mb
Release : 1998-03
Category : Government purchasing
ISBN : NYPL:33433063171072

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Commerce Business Daily by Anonim Pdf