Identifying Patterns in Financial Markets

New Approach Combining Rules Between PIPs and SAX

Nonfiction, Computers, Advanced Computing, Artificial Intelligence, General Computing, Programming
Cover of the book Identifying Patterns in Financial Markets by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta, Springer International Publishing
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Author: João Leitão, Rui Ferreira Neves, Nuno C.G. Horta ISBN: 9783319701608
Publisher: Springer International Publishing Publication: December 26, 2017
Imprint: Springer Language: English
Author: João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
ISBN: 9783319701608
Publisher: Springer International Publishing
Publication: December 26, 2017
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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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