Identifying Patterns in Financial Markets 1
bokomslag Identifying Patterns in Financial Markets
Data & IT

Identifying Patterns in Financial Markets

João Leitão • Rui Ferreira Neves • Nuno C G Horta • Joao Leitao • JoãoNeves Leitão Rui Ferreira

Pocket

729:-

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  • 66 sidor
  • 2018
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.
  • Författare: João Leitão, Rui Ferreira Neves, Nuno C G Horta, Joao Leitao, JoãoNeves Leitão Rui Ferreira
  • Format: Pocket/Paperback
  • ISBN: 9783319701592
  • Språk: Engelska
  • Antal sidor: 66
  • Utgivningsdatum: 2018-01-18
  • Förlag: Springer International Publishing AG

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