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Identifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX / by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta.

By: Leitão, João, autor
Contributor(s): Neves, Rui Ferreira, autor | Horta, Nuno C. G.
Material type: materialTypeLabelE-bookSeries: (SpringerBriefs in Computational Intelligence, 2625-3704); (Engineering (Springer-11647)).Publisher: Cham : Springer International Publishing, 2018Description: 1 recurso en línea (XVII, 66 páginas 69 ilustraciones).ISBN: 9783319701608.Subject: Arquitectura de softwareOnline resources: Acceso a este recurso digital (usuarios Universidad Europea de Madrid)Digital Resources
Contents:
Introduction -- Related Work -- SIR/GA approach -- Case studies.
Abstract: 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.
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Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
LIBRO-E NO PRÉSTAMO LIBRO-E NO PRÉSTAMO Madrid Digital Acceso Electrónico (UEM) Ciencias e Ingeniería Q342 EB (Browse shelf(Opens below)) Acceso electrónico eBook.15112732
Total holds: 0

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.

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