Identifying Patterns in Financial Markets
New Approach Combining Rules Between PIPs and SAX
João Leitão author Rui Ferreira Neves author Nuno CG Horta author
Format:Paperback
Publisher:Springer International Publishing AG
Published:18th Jan '18
Currently unavailable, and unfortunately no date known when it will be back
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.
ISBN: 9783319701592
Dimensions: unknown
Weight: unknown
66 pages
1st ed. 2018