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Identifying Patterns in Financial Markets
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New Approach Combining Rules Between PIPs and SAX
eBook
Sofort lieferbar | Lieferzeit: Sofort lieferbar
Artikel-Nr:
9783319701608
Veröffentl:
2017
Einband:
eBook
Seiten:
66
Autor:
João Leitão
Serie:
SpringerBriefs in Applied Sciences and Technology SpringerBriefs in Computational Intelligence
eBook Typ:
PDF
eBook Format:
Reflowable eBook
Kopierschutz:
Digital Watermark [Social-DRM]
Sprache:
Englisch
Beschreibung:
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.
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.
Introduction.- Related Work.- SIR/GA approach.- Case studies.