Genetic Algorithms And Investment Strategies

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Genetic Algorithms and Investment Strategies

Author : Richard J. Bauer
Publisher : John Wiley & Sons
ISBN 13 : 9780471576792
Total Pages : 324 pages
Book Rating : 4.5/5 (767 download)

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Book Synopsis Genetic Algorithms and Investment Strategies by : Richard J. Bauer

Download or read book Genetic Algorithms and Investment Strategies written by Richard J. Bauer and published by John Wiley & Sons. This book was released on 1994-03-31 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: When you combine nature's efficiency and the computer's speed, thefinancial possibilities are almost limitless. Today's traders andinvestment analysts require faster, sleeker weaponry in today'sruthless financial marketplace. Battles are now waged at computerspeed, with skirmishes lasting not days or weeks, but mere hours.In his series of influential articles, Richard Bauer has shown whythese professionals must add new computerized decision-making toolsto their arsenal if they are to succeed. In Genetic Algorithms andInvestment Strategies, he uniquely focuses on the most powerfulweapon of all, revealing how the speed, power, and flexibility ofGAs can help them consistently devise winning investmentstrategies. The only book to demonstrate how GAs can workeffectively in the world of finance, it first describes thebiological and historical bases of GAs as well as othercomputerized approaches such as neural networks and chaos theory.It goes on to compare their uses, advantages, and overallsuperiority of GAs. In subsequently presenting a basic optimizationproblem, Genetic Algorithms and Investment Strategies outlines theessential steps involved in using a GA and shows how it mimicsnature's evolutionary process by moving quickly toward anear-optimal solution. Introduced to advanced variations ofessential GA procedures, readers soon learn how GAs can be usedto: * Solve large, complex problems and smaller sets of problems * Serve the needs of traders with widely different investmentphilosophies * Develop sound market timing trading rules in the stock and bondmarkets * Select profitable individual stocks and bonds * Devise powerful portfolio management systems Complete with information on relevant software programs, a glossaryof GA terminology, and an extensive bibliography coveringcomputerized approaches and market timing, Genetic Algorithms andInvestment Strategies unveils in clear, nontechnical language aremarkably efficient strategic decision-making process that, whenimaginatively used, enables traders and investment analysts to reapsignificant financial rewards.

Genetic Algorithms and Applications for Stock Trading Optimization

Author : Kapoor, Vivek
Publisher : IGI Global
ISBN 13 : 1799841065
Total Pages : 262 pages
Book Rating : 4.7/5 (998 download)

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Book Synopsis Genetic Algorithms and Applications for Stock Trading Optimization by : Kapoor, Vivek

Download or read book Genetic Algorithms and Applications for Stock Trading Optimization written by Kapoor, Vivek and published by IGI Global. This book was released on 2021-06-25 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genetic algorithms (GAs) are based on Darwin’s theory of natural selection and survival of the fittest. They are designed to competently look for solutions to big and multifaceted problems. Genetic algorithms are wide groups of interrelated events with divided steps. Each step has dissimilarities, which leads to a broad range of connected actions. Genetic algorithms are used to improve trading systems, such as to optimize a trading rule or parameters of a predefined multiple indicator market trading system. Genetic Algorithms and Applications for Stock Trading Optimization is a complete reference source to genetic algorithms that explains how they might be used to find trading strategies, as well as their use in search and optimization. It covers the functions of genetic algorithms internally, computer implementation of pseudo-code of genetic algorithms in C++, technical analysis for stock market forecasting, and research outcomes that apply in the stock trading system. This book is ideal for computer scientists, IT specialists, data scientists, managers, executives, professionals, academicians, researchers, graduate-level programs, research programs, and post-graduate students of engineering and science.

Investment Strategies Optimization based on a SAX-GA Methodology

Author : António M.L. Canelas
Publisher : Springer Science & Business Media
ISBN 13 : 3642331092
Total Pages : 90 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Investment Strategies Optimization based on a SAX-GA Methodology by : António M.L. Canelas

Download or read book Investment Strategies Optimization based on a SAX-GA Methodology written by António M.L. Canelas and published by Springer Science & Business Media. This book was released on 2012-09-28 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Genetic Algorithms and Genetic Programming in Computational Finance

Author : Shu-Heng Chen
Publisher : Springer Science & Business Media
ISBN 13 : 1461508355
Total Pages : 491 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Genetic Algorithms and Genetic Programming in Computational Finance by : Shu-Heng Chen

Download or read book Genetic Algorithms and Genetic Programming in Computational Finance written by Shu-Heng Chen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools. Finally, a menu-driven software program, Simple GP, accompanies the volume, which will enable readers without a strong programming background to gain hands-on experience in dealing with much of the technical material introduced in this work.

Genetic Algorithms and Genetic Programming

Author : Michael Affenzeller
Publisher : CRC Press
ISBN 13 : 1420011324
Total Pages : 395 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Genetic Algorithms and Genetic Programming by : Michael Affenzeller

Download or read book Genetic Algorithms and Genetic Programming written by Michael Affenzeller and published by CRC Press. This book was released on 2009-04-09 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genetic Algorithms and Genetic Programming: Modern Concepts and Practical Applications discusses algorithmic developments in the context of genetic algorithms (GAs) and genetic programming (GP). It applies the algorithms to significant combinatorial optimization problems and describes structure identification using HeuristicLab as a platform for al

Research Anthology on Multi-Industry Uses of Genetic Programming and Algorithms

Author : Management Association, Information Resources
Publisher : IGI Global
ISBN 13 : 1799880990
Total Pages : 1534 pages
Book Rating : 4.7/5 (998 download)

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Book Synopsis Research Anthology on Multi-Industry Uses of Genetic Programming and Algorithms by : Management Association, Information Resources

Download or read book Research Anthology on Multi-Industry Uses of Genetic Programming and Algorithms written by Management Association, Information Resources and published by IGI Global. This book was released on 2020-12-05 with total page 1534 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genetic programming is a new and evolutionary method that has become a novel area of research within artificial intelligence known for automatically generating high-quality solutions to optimization and search problems. This automatic aspect of the algorithms and the mimicking of natural selection and genetics makes genetic programming an intelligent component of problem solving that is highly regarded for its efficiency and vast capabilities. With the ability to be modified and adapted, easily distributed, and effective in large-scale/wide variety of problems, genetic algorithms and programming can be utilized in many diverse industries. This multi-industry uses vary from finance and economics to business and management all the way to healthcare and the sciences. The use of genetic programming and algorithms goes beyond human capabilities, enhancing the business and processes of various essential industries and improving functionality along the way. The Research Anthology on Multi-Industry Uses of Genetic Programming and Algorithms covers the implementation, tools and technologies, and impact on society that genetic programming and algorithms have had throughout multiple industries. By taking a multi-industry approach, this book covers the fundamentals of genetic programming through its technological benefits and challenges along with the latest advancements and future outlooks for computer science. This book is ideal for academicians, biological engineers, computer programmers, scientists, researchers, and upper-level students seeking the latest research on genetic programming.

Artificial Intelligence in Asset Management

Author : Söhnke M. Bartram
Publisher : CFA Institute Research Foundation
ISBN 13 : 195292703X
Total Pages : 95 pages
Book Rating : 4.9/5 (529 download)

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Book Synopsis Artificial Intelligence in Asset Management by : Söhnke M. Bartram

Download or read book Artificial Intelligence in Asset Management written by Söhnke M. Bartram and published by CFA Institute Research Foundation. This book was released on 2020-08-28 with total page 95 pages. Available in PDF, EPUB and Kindle. Book excerpt: Artificial intelligence (AI) has grown in presence in asset management and has revolutionized the sector in many ways. It has improved portfolio management, trading, and risk management practices by increasing efficiency, accuracy, and compliance. In particular, AI techniques help construct portfolios based on more accurate risk and return forecasts and more complex constraints. Trading algorithms use AI to devise novel trading signals and execute trades with lower transaction costs. AI also improves risk modeling and forecasting by generating insights from new data sources. Finally, robo-advisors owe a large part of their success to AI techniques. Yet the use of AI can also create new risks and challenges, such as those resulting from model opacity, complexity, and reliance on data integrity.

Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

Author : Antonio Gorgulho
Publisher : Springer Science & Business Media
ISBN 13 : 3642329888
Total Pages : 85 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies by : Antonio Gorgulho

Download or read book Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies written by Antonio Gorgulho and published by Springer Science & Business Media. This book was released on 2012-09-27 with total page 85 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Genetic Algorithm Optimisation for Finance and Investment

Author : Robert Pereira
Publisher :
ISBN 13 : 9781864461909
Total Pages : 26 pages
Book Rating : 4.4/5 (619 download)

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Book Synopsis Genetic Algorithm Optimisation for Finance and Investment by : Robert Pereira

Download or read book Genetic Algorithm Optimisation for Finance and Investment written by Robert Pereira and published by . This book was released on 2000 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Evolutionary Algorithms in Management Applications

Author : Jörg Biethahn
Publisher : Springer Science & Business Media
ISBN 13 : 3642612172
Total Pages : 384 pages
Book Rating : 4.6/5 (426 download)

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Book Synopsis Evolutionary Algorithms in Management Applications by : Jörg Biethahn

Download or read book Evolutionary Algorithms in Management Applications written by Jörg Biethahn and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Evolutionary Algorithms (EA) are powerful search and optimisation techniques inspired by the mechanisms of natural evolution. They imitate, on an abstract level, biological principles such as a population based approach, the inheritance of information, the variation of information via crossover/mutation, and the selection of individuals based on fitness. The most well-known class of EA are Genetic Algorithms (GA), which have received much attention not only in the scientific community lately. Other variants of EA, in particular Genetic Programming, Evolution Strategies, and Evolutionary Programming are less popular, though very powerful too. Traditionally, most practical applications of EA have appeared in the technical sector. Management problems, for a long time, have been a rather neglected field of EA-research. This is surprising, since the great potential of evolutionary approaches for the business and economics domain was recognised in pioneering publications quite a while ago. John Holland, for instance, in his seminal book Adaptation in Natural and Artificial Systems (The University of Michigan Press, 1975) identified economics as one of the prime targets for a theory of adaptation, as formalised in his reproductive plans (later called Genetic Algorithms).

Genetic Algorithms in Economics and Finance

Author : Adrian E. Drake
Publisher :
ISBN 13 : 9781862743342
Total Pages : 32 pages
Book Rating : 4.7/5 (433 download)

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Book Synopsis Genetic Algorithms in Economics and Finance by : Adrian E. Drake

Download or read book Genetic Algorithms in Economics and Finance written by Adrian E. Drake and published by . This book was released on 1998 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Introduction to Genetic Algorithms

Author : S.N. Sivanandam
Publisher : Springer Science & Business Media
ISBN 13 : 3540731903
Total Pages : 442 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Introduction to Genetic Algorithms by : S.N. Sivanandam

Download or read book Introduction to Genetic Algorithms written by S.N. Sivanandam and published by Springer Science & Business Media. This book was released on 2007-10-24 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a basic introduction to genetic algorithms. It provides a detailed explanation of genetic algorithm concepts and examines numerous genetic algorithm optimization problems. In addition, the book presents implementation of optimization problems using C and C++ as well as simulated solutions for genetic algorithm problems using MATLAB 7.0. It also includes application case studies on genetic algorithms in emerging fields.

Information Sciences 2007

Author :
Publisher :
ISBN 13 : 9814474487
Total Pages : pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Information Sciences 2007 by :

Download or read book Information Sciences 2007 written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Genetic Programming III

Author : John R. Koza
Publisher : Morgan Kaufmann
ISBN 13 : 9781558605435
Total Pages : 1516 pages
Book Rating : 4.6/5 (54 download)

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Book Synopsis Genetic Programming III by : John R. Koza

Download or read book Genetic Programming III written by John R. Koza and published by Morgan Kaufmann. This book was released on 1999 with total page 1516 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genetic programming (GP) is a method for getting a computer to solve a problem by telling it what needs to be done instead of how to do it. Koza, Bennett, Andre, and Keane present genetically evolved solutions to dozens of problems of design, control, classification, system identification, and computational molecular biology. Among the solutions are 14 results competitive with human-produced results, including 10 rediscoveries of previously patented inventions.

Applied Genetic Algorithm and Its Variants

Author : Nilanjan Dey
Publisher : Springer Nature
ISBN 13 : 9819934281
Total Pages : 254 pages
Book Rating : 4.8/5 (199 download)

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Book Synopsis Applied Genetic Algorithm and Its Variants by : Nilanjan Dey

Download or read book Applied Genetic Algorithm and Its Variants written by Nilanjan Dey and published by Springer Nature. This book was released on 2023-07-01 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides fundamental concepts related to various types of genetic algorithms and practical applications in various domains such as medical imaging, manufacturing, and engineering design. The book discusses genetic algorithms which are used to solve a variety of optimization problems. The genetic algorithms are demonstrated to offer reliable search in complex spaces. The book presents high-quality research work by academics and researchers which is useful for young researchers and students.

Genetic Algorithms and Fuzzy Multiobjective Optimization

Author : Masatoshi Sakawa
Publisher : Springer Science & Business Media
ISBN 13 : 146151519X
Total Pages : 294 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Genetic Algorithms and Fuzzy Multiobjective Optimization by : Masatoshi Sakawa

Download or read book Genetic Algorithms and Fuzzy Multiobjective Optimization written by Masatoshi Sakawa and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the introduction of genetic algorithms in the 1970s, an enormous number of articles together with several significant monographs and books have been published on this methodology. As a result, genetic algorithms have made a major contribution to optimization, adaptation, and learning in a wide variety of unexpected fields. Over the years, many excellent books in genetic algorithm optimization have been published; however, they focus mainly on single-objective discrete or other hard optimization problems under certainty. There appears to be no book that is designed to present genetic algorithms for solving not only single-objective but also fuzzy and multiobjective optimization problems in a unified way. Genetic Algorithms And Fuzzy Multiobjective Optimization introduces the latest advances in the field of genetic algorithm optimization for 0-1 programming, integer programming, nonconvex programming, and job-shop scheduling problems under multiobjectiveness and fuzziness. In addition, the book treats a wide range of actual real world applications. The theoretical material and applications place special stress on interactive decision-making aspects of fuzzy multiobjective optimization for human-centered systems in most realistic situations when dealing with fuzziness. The intended readers of this book are senior undergraduate students, graduate students, researchers, and practitioners in the fields of operations research, computer science, industrial engineering, management science, systems engineering, and other engineering disciplines that deal with the subjects of multiobjective programming for discrete or other hard optimization problems under fuzziness. Real world research applications are used throughout the book to illustrate the presentation. These applications are drawn from complex problems. Examples include flexible scheduling in a machine center, operation planning of district heating and cooling plants, and coal purchase planning in an actual electric power plant.

Genetic Algorithms and Engineering Design

Author : Mitsuo Gen
Publisher : John Wiley & Sons
ISBN 13 : 9780471127413
Total Pages : 436 pages
Book Rating : 4.1/5 (274 download)

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Book Synopsis Genetic Algorithms and Engineering Design by : Mitsuo Gen

Download or read book Genetic Algorithms and Engineering Design written by Mitsuo Gen and published by John Wiley & Sons. This book was released on 1997-01-21 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: The last few years have seen important advances in the use ofgenetic algorithms to address challenging optimization problems inindustrial engineering. Genetic Algorithms and Engineering Designis the only book to cover the most recent technologies and theirapplication to manufacturing, presenting a comprehensive and fullyup-to-date treatment of genetic algorithms in industrialengineering and operations research. Beginning with a tutorial on genetic algorithm fundamentals andtheir use in solving constrained and combinatorial optimizationproblems, the book applies these techniques to problems in specificareas--sequencing, scheduling and production plans, transportationand vehicle routing, facility layout, location-allocation, andmore. Each topic features a clearly written problem description,mathematical model, and summary of conventional heuristicalgorithms. All algorithms are explained in intuitive, rather thanhighly-technical, language and are reinforced with illustrativefigures and numerical examples. Written by two internationally acknowledged experts in the field,Genetic Algorithms and Engineering Design features originalmaterial on the foundation and application of genetic algorithms,and also standardizes the terms and symbols used in othersources--making this complex subject truly accessible to thebeginner as well as to the more advanced reader. Ideal for both self-study and classroom use, this self-containedreference provides indispensable state-of-the-art guidance toprofessionals and students working in industrial engineering,management science, operations research, computer science, andartificial intelligence. The only comprehensive, state-of-the-arttreatment available on the use of genetic algorithms in industrialengineering and operations research . . . Written by internationally recognized experts in the field ofgenetic algorithms and artificial intelligence, Genetic Algorithmsand Engineering Design provides total coverage of currenttechnologies and their application to manufacturing systems.Incorporating original material on the foundation and applicationof genetic algorithms, this unique resource also standardizes theterms and symbols used in other sources--making this complexsubject truly accessible to students as well as experiencedprofessionals. Designed for clarity and ease of use, thisself-contained reference: * Provides a comprehensive survey of selection strategies, penaltytechniques, and genetic operators used for constrained andcombinatorial optimization problems * Shows how to use genetic algorithms to make production schedules,solve facility/location problems, make transportation/vehiclerouting plans, enhance system reliability, and much more * Contains detailed numerical examples, plus more than 160auxiliary figures to make solution procedures transparent andunderstandable