Healing Marks:

مرکز و کتابخانه مطالعات اسلامی به زبان های اروپایی

منو

" Healing Marks: "
Keagy, Carolyn D. Pinderhughes, Howard

Document Type	:	BL
Record Number	:	747613
Doc. No	:	b567564
Main Entry	:	by Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta.
Title & Author	:	Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies\ by Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta.
Publication Statement	:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint : Springer, 2013
Series Statement	:	SpringerBriefs in Applied Sciences and Technology
Page. NO	:	(XI, 77 p. 30 illustrations, 15 illustrations in color.)
ISBN	:	3642329896
	:	: 9783642329890
Contents	:	Preface.- Introduction.- Computational Finance .- Work's Purpose.- General Goals.- Concrete Goals.- Book's Structure.- Related Work.- Portfolio Theory.- Diversification.- Management.- Market Analysis.- Fundamental Analysis.- Technical Analysis.- Fundamental vs. Technical.- Evolutionary Computation.- Genetic Algorithms.- Individual Representation.- Initial Generation.- Selection.- Offspring Generation.- Genetic Programming.- Existing Solutions.- Portfolio Optimization Theory.- Markowitz's Pioneer Work.- Alternative Models.- Solving Markowitz's Model.- Quadratic Programming.- Modeling Real World.- Metaheuristics Approaches to Portfolio Optimization.- Single-objective Evolutionary Algorithms.- Multi-objective Evolutionary Algorithms.- Extensions to Genetic Algorithms.- Technical and Fundamental Analysis in Portfolio Management.- Solution's Architecture.- Overall Architecture.- Data Flow.- Financial Data Processing Module.- Implementation and Functionality.- Technical Rules Module .- Extensibility and Technical Rules Module Implementation.- Exponential Moving Average (EMA).- Hull Moving Average (HMA).- Double Crossover.- Rate of Change (ROC).- Relative Strength Index (RSI).- Moving Average Convergence Divergence (MACD) .- On Balance Volume (OBV).- True Strength Index (TSI).- Optimization Module.- Chromosome Representation.- Selection.- Mutation.- Crossover.- Initial Generation.- Constraints Handling.- Evaluation Function.- Optimization Module Implementation.- Investment Simulator Module.- Implementation and Functionality.- System Validation.- Performance Measures.- Return on Investment (ROI).- Ratio.- Sortino Ratio.- Classification Parameters.- Strategies Employed.- Case Studies.- Conclusions and Future Work.- Appendixes.
Subject	:	Artificial intelligence.
Subject	:	Engineering.
Subject	:	Finance.
LC Classification	:	‭HG4529.5‬‭B936 2013‬
Added Entry	:	Antonio Gorgulho
	:	Nuno C G Horta
	:	Rui F M F Neves