Identifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX
Leitão, João
Identifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta. - 1 recurso en línea (XVII, 66 páginas 69 ilustraciones) - SpringerBriefs in Computational Intelligence 2625-3704 Engineering (Springer-11647) .
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.
9783319701608
10.1007/978-3-319-70160-8 doi
Arquitectura de software
Q342 EB
Identifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta. - 1 recurso en línea (XVII, 66 páginas 69 ilustraciones) - SpringerBriefs in Computational Intelligence 2625-3704 Engineering (Springer-11647) .
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.
9783319701608
10.1007/978-3-319-70160-8 doi
Arquitectura de software
Q342 EB