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020 _a9783319701608
024 7 _a10.1007/978-3-319-70160-8
_2doi
050 4 _aQ342 EB
100 1 _aLeitão, João
_eautor
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_0http://id.loc.gov/authorities/names/nb2009020577
_1http://viaf.org/viaf/12303244/
245 1 0 _aIdentifying Patterns in Financial Markets
_bNew Approach Combining Rules Between PIPs and SAX
_cby João Leitão, Rui Ferreira Neves, Nuno C.G. Horta.
264 1 _aCham
_bSpringer International Publishing
_c2018
300 _a1 recurso en línea (XVII, 66 páginas 69 ilustraciones)
347 _atext file
_bPDF
490 0 _aSpringerBriefs in Computational Intelligence
_x2625-3704
505 0 _aIntroduction -- Related Work -- SIR/GA approach -- Case studies.
520 3 _aThis 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.
650 7 _aArquitectura de software
_9453538
700 1 _aNeves, Rui Ferreira
_eautor
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_1http://viaf.org/viaf/86828847/
_998635
700 1 _aHorta, Nuno C. G.
_0http://id.loc.gov/authorities/names/no2010146611
_1http://viaf.org/viaf/120864246/
776 0 8 _iEdición impresa:
_z9783319701592
776 0 8 _iEdición impresa:
_z9783319701615
856 4 0 _uhttps://go.openathens.net/redirector/universidadeuropea.es?url=https://doi.org/10.1007/978-3-319-70160-8
_zAcceso a este recurso digital (usuarios Universidad Europea de Madrid)
490 0 _aEngineering (Springer-11647)
988 _aEBSPRINGER_2018
998 _b01/2019
_dz
_ep
_feng
_ggw
_h0
999 _c102760
_d102760
_x1