Identifying Patterns in Financial Markets

By: João Leitão • Rui Ferreira Neves • Nuno C. G. Horta

Synopsis

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.

Hakimiliki:: 2018 Springer

Book Details

Book Quality:
ISBN-13:: 9783319701608
Publisher:: Springer International Publishing, Cham
Date of Addition:: 2017-12-28T05:25:02Z
Lugha:: English
Kategoria:
Usage Restrictions:: This is a copyrighted book.