Identifying Patterns in Financial Markets - New Approach Combining Rules Between PIPs and SAX (Paperback, 1st ed. 2018)
Joao Leitao, Rui Ferreira Neves, Nuno C G HortaThis 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.
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Product Description
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.
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Product Details
General
Imprint | Springer International Publishing AG |
Country of origin | Switzerland |
Series | SpringerBriefs in Computational Intelligence |
Release date | 2018 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2018 |
Authors | Joao Leitao, Rui Ferreira Neves, Nuno C G Horta |
Dimensions | 235 x 155mm (L x W) |
Format | Paperback |
Pages | 66 |
Edition | 1st ed. 2018 |
ISBN-13 | 978-3-319-70159-2 |
Barcode | 9783319701592 |
Categories | |
LSN | 3-319-70159-2 |
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