Portfolio Management Using Artificial Trading Systems Based on Technical Analysis
نویسنده
چکیده
Evolutionary algorithms consist of several heuristics able to solve optimization tasks by imitating some aspects of natural evolution. In the field of computational finance, this type of procedures, combined with neural networks, swarm intelligence, fuzzy systems and machine learning has been successfully applied to a variety of problems, such as the prediction of stock price movements and the optimal allocation of funds in a portfolio.
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تاریخ انتشار 2012