Identifying patterns in financial markets : new approach combining rules between PIPs and SAX / João Leitão, Rui Ferreira Neves, Nuno C.G. Horta.
Leitão, João, author.; Neves, Rui F. M. F., author.; Horta, Nuno C. G., author.
2018
HG4529.5
Available Online

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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
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.
Access Note Access limited to authorized users.
Source of Description Vendor-supplied metadata.
Added Author Neves, Rui F. M. F., author.
Horta, Nuno C. G., author.
Series SpringerBriefs in applied sciences and technology. Computational intelligence.
Available in Other Form Print version: 9783319701592
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Introduction
Related Work
SIR/GA approach
Case studies.

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