Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies
Author : Antonio Gorgulho
Publisher : Springer Science & Business Media
Total Pages : 77
Release : 2012-09-27
ISBN 10 : 9783642329883
ISBN 13 : 3642329888
Language : EN, FR, DE, ES & NL


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.

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