Identifying Patterns in Financial Markets [electronic resource] : New Approach Combining Rules Between PIPs and SAX / by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta.
By: Leitão, João [author.]
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Contributor(s): Neves, Rui Ferreira [author.] | Horta, Nuno C.G [author.] | SpringerLink (Online service).
Material type: 
BookSeries: SpringerBriefs in Computational Intelligence: Publisher: Cham : Springer International Publishing : Imprint: Springer, 2018Edition: 1st ed. 2018.Description: XVII, 66 p. 69 illus. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783319701608.Subject(s): Computational intelligence | Algorithms | Social sciences—Mathematics | Pattern recognition systems | Computational Intelligence | Algorithms | Mathematics in Business, Economics and Finance | Automated Pattern RecognitionAdditional physical formats: Printed edition:: No title; Printed edition:: No titleDDC classification: 006.3 Online resources: Click here to access online 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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