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

More books from Springer International Publishing

Cover of the book HCI International 2016 – Posters' Extended Abstracts by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
Cover of the book Defensive (anti-herbivory) Coloration in Land Plants by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
Cover of the book New Migration Patterns in the Americas by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
Cover of the book Upper Urinary Tract Urothelial Carcinoma by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
Cover of the book The Problem of Catalan by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
Cover of the book Cyber-security of SCADA and Other Industrial Control Systems by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
Cover of the book Radio Frequency Modulation Made Easy by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
Cover of the book Trauma and Combat Critical Care in Clinical Practice by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
Cover of the book Acoustic Sensors for Biomedical Applications by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
Cover of the book Well-Being in Contemporary Society by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
Cover of the book Ambient Intelligence– Software and Applications – 8th International Symposium on Ambient Intelligence (ISAmI 2017) by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
Cover of the book The Economic History of Nuclear Energy in Spain by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
Cover of the book Personal Injury and Damage Ascertainment under Civil Law by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
Cover of the book Innovation in Medicine and Healthcare 2016 by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
Cover of the book Transnational Evidence and Multicultural Inquiries in Europe by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy