Leitão, João.
Identifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX / [electronic resource] : by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta. - 1st ed. 2018. - XVII, 66 p. 69 illus. online resource. - SpringerBriefs in Computational Intelligence, 2625-3712 . - SpringerBriefs in Computational Intelligence, .
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
Computational intelligence.
Algorithms.
Social sciences—Mathematics.
Pattern recognition systems.
Computational Intelligence.
Algorithms.
Mathematics in Business, Economics and Finance.
Automated Pattern Recognition.
Q342
006.3
Identifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX / [electronic resource] : by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta. - 1st ed. 2018. - XVII, 66 p. 69 illus. online resource. - SpringerBriefs in Computational Intelligence, 2625-3712 . - SpringerBriefs in Computational Intelligence, .
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
Computational intelligence.
Algorithms.
Social sciences—Mathematics.
Pattern recognition systems.
Computational Intelligence.
Algorithms.
Mathematics in Business, Economics and Finance.
Automated Pattern Recognition.
Q342
006.3