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

Identifying Patterns in Financial Markets cover

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