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Identifying Patterns in Financial Ma...

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Identifying Patterns in Financial Markets = New Approach Combining Rules Between PIPs and SAX /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Identifying Patterns in Financial Markets/ by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta.
其他題名:	New Approach Combining Rules Between PIPs and SAX /
作者:	Leitão, João.
其他作者:	Neves, Rui Ferreira.
面頁冊數:	XVII, 66 p. 69 illus.online resource. :
Contained By:	Springer Nature eBook
標題:	Computational intelligence. -
電子資源:	https://doi.org/10.1007/978-3-319-70160-8
ISBN:	9783319701608

Identifying Patterns in Financial Markets = New Approach Combining Rules Between PIPs and SAX /
Leitão, João.

Identifying Patterns in Financial MarketsNew Approach Combining Rules Between PIPs and SAX /[electronic resource] :by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta. - 1st ed. 2018. - XVII, 66 p. 69 illus.online resource. - SpringerBriefs in Computational Intelligence,2625-3704. - SpringerBriefs in Computational Intelligence,.

Introduction -- Related Work -- SIR/GA approach -- Case studies.

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: 9783319701608

Standard No.: 10.1007/978-3-319-70160-8doiSubjects--Topical Terms:

568984
Computational intelligence.

LC Class. No.: Q342

Dewey Class. No.: 006.3

Identifying Patterns in Financial Markets = New Approach Combining Rules Between PIPs and SAX /
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