Identifying patterns in financial markets : new approach combining rules between PIPs and SAX / João Leitão, Rui Ferreira Neves, Nuno C.G. Horta.
2018
HG4529.5
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Title
Identifying patterns in financial markets : new approach combining rules between PIPs and SAX / João Leitão, Rui Ferreira Neves, Nuno C.G. Horta.
Author
Leitão, João, author.
ISBN
9783319701608 (electronic book)
3319701606 (electronic book)
9783319701592
3319701592
3319701606 (electronic book)
9783319701592
3319701592
Published
Cham, Switzerland : Springer, [2018]
Language
English
Description
1 online resource : illustrations.
Call Number
HG4529.5
Dewey Decimal Classification
332.6
Summary
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.
Bibliography, etc. Note
Includes bibliographical references.
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Access limited to authorized users.
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Vendor-supplied metadata.
Series
SpringerBriefs in applied sciences and technology. Computational intelligence.
Available in Other Form
Print version: 9783319701592
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Table of Contents
Introduction
Related Work
SIR/GA approach
Case studies.
Related Work
SIR/GA approach
Case studies.