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

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

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 in...

Full description

Bibliographic Details
Main Authors: Leitão, João (Author, 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)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
Edition:1st ed. 2018.
Series:SpringerBriefs in Computational Intelligence,
Subjects:
Computational intelligence.
Algorithms.
Economics, Mathematical .
Pattern recognition.
Computational Intelligence.
Algorithm Analysis and Problem Complexity.
Quantitative Finance.
Pattern Recognition.
Online Access:Full Text via HEAL-Link
LEADER 02851nam a2200541 4500
001 978-3-319-70160-8
003 DE-He213
005 20191022023215.0
007 cr nn 008mamaa
008 171228s2018 gw | s |||| 0|eng d
020 |a 9783319701608  |9 978-3-319-70160-8 
024 7 |a 10.1007/978-3-319-70160-8  |2 doi 
040 |d GrThAP 
050 4 |a Q342 
072 7 |a UYQ  |2 bicssc 
072 7 |a TEC009000  |2 bisacsh 
072 7 |a UYQ  |2 thema 
082 0 4 |a 006.3  |2 23 
100 1 |a Leitão, João.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Identifying Patterns in Financial Markets  |h [electronic resource] :  |b New Approach Combining Rules Between PIPs and SAX /  |c by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta. 
250 |a 1st ed. 2018. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2018. 
300 |a XVII, 66 p. 69 illus.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a SpringerBriefs in Computational Intelligence,  |x 2625-3704 
505 0 |a Introduction -- Related Work -- SIR/GA approach -- Case studies. 
520 |a 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. 
650 0 |a Computational intelligence. 
650 0 |a Algorithms. 
650 0 |a Economics, Mathematical . 
650 0 |a Pattern recognition. 
650 1 4 |a Computational Intelligence.  |0 http://scigraph.springernature.com/things/product-market-codes/T11014 
650 2 4 |a Algorithm Analysis and Problem Complexity.  |0 http://scigraph.springernature.com/things/product-market-codes/I16021 
650 2 4 |a Quantitative Finance.  |0 http://scigraph.springernature.com/things/product-market-codes/M13062 
650 2 4 |a Pattern Recognition.  |0 http://scigraph.springernature.com/things/product-market-codes/I2203X 
700 1 |a Neves, Rui Ferreira.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
700 1 |a Horta, Nuno C.G.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783319701592 
776 0 8 |i Printed edition:  |z 9783319701615 
830 0 |a SpringerBriefs in Computational Intelligence,  |x 2625-3704 
856 4 0 |u https://doi.org/10.1007/978-3-319-70160-8  |z Full Text via HEAL-Link 
912 |a ZDB-2-ENG 
950 |a Engineering (Springer-11647) 

Similar Items