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Identifying Patterns in Financial Markets
- New Approach Combining Rules Between PIPs and SAX
Engelsk
Bogcover for Identifying Patterns in Financial Markets af Joao Leitao, Nuno C.G. Horta, Rui Ferreira Neves, 9783319701592
Specifikationer
Sprog:
Engelsk
Sider:
66
ISBN-13:
9783319701592
Indbinding:
Paperback
ISBN-10:
3319701592
Udg. Dato:
18 jan 2018
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
18 jan 2018

Identifying Patterns in Financial Markets

- New Approach Combining Rules Between PIPs and SAX
Engelsk
Paperback 2018
Format:

Bog beskrivelse
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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Specifikationer
Sprog:
Engelsk
Sider:
66
ISBN-13:
9783319701592
Indbinding:
Paperback
ISBN-10:
3319701592
Udg. Dato:
18 jan 2018
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
18 jan 2018
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