Identifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX /

• Κύριοι συγγραφείς: Leitão, João (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Neves, Rui Ferreira (http://id.loc.gov/vocabulary/relators/aut), Horta, Nuno C.G (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: SpringerBriefs in Computational Intelligence,
• Θέματα: Computational intelligence.; Algorithms.; Economics, Mathematical .; Pattern recognition.; Computational Intelligence.; Algorithm Analysis and Problem Complexity.; Quantitative Finance.; Pattern Recognition.
• Φυσική περιγραφή: XVII, 66 p. 69 illus. online resource.
• ISBN: 9783319701608
• ISSN: 2625-3704
• DOI: 10.1007/978-3-319-70160-8

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.