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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Detaylı Bibliyografya
Asıl Yazarlar: Leitão, João (Yazar), Neves, Rui Ferreira (Yazar), Horta, Nuno C.G (Yazar)
Müşterek Yazar: SpringerLink (Online service)
Materyal Türü: e-Kitap
Dil:İngilizce
Baskı/Yayın Bilgisi: Cham : Springer International Publishing : Imprint: Springer, 2018.
Edisyon:1st ed. 2018.
Seri Bilgileri:SpringerBriefs in Computational Intelligence,
Konular:
Computational intelligence.
Algorithms.
Social sciences > Mathematics.
Pattern recognition systems.
Computational Intelligence.
Mathematics in Business, Economics and Finance.
Automated Pattern Recognition.
Online Erişim:Full-text access
OPAC'ta görüntüle
Diğer Bilgiler
Özet: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.
Fiziksel Özellikler:XVII, 66 p. 69 illus. online resource.
ISBN:9783319701608
ISSN:2625-3712
DOI:10.1007/978-3-319-70160-8

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