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

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 in...

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Bibliographic Details
Main Authors: Leitão, João (Author), Neves, Rui Ferreira (Author), Horta, Nuno C.G (Author)
Corporate Author: SpringerLink (Online service)
Format: e-Book
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
Edition:1st ed. 2018.
Series:SpringerBriefs in Computational Intelligence,
Subjects:
Computational intelligence.
Algorithms.
Social sciences > Mathematics.
Pattern recognition systems.
Computational Intelligence.
Mathematics in Business, Economics and Finance.
Automated Pattern Recognition.
Online Access:Full-text access
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Description
Summary: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.
Physical Description:XVII, 66 p. 69 illus. online resource.
ISBN:9783319701608
ISSN:2625-3712
DOI:10.1007/978-3-319-70160-8

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