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Identifying Patterns in Financial Markets
- New Approach Combining Rules Between PIPs and SAX
Engelsk Paperback
Identifying Patterns in Financial Markets
- New Approach Combining Rules Between PIPs and SAX
Engelsk Paperback

469 kr
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Om denne bog
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.

Product detaljer
Sprog:
Engelsk
Sider:
66
ISBN-13:
9783319701592
Indbinding:
Paperback
Udgave:
ISBN-10:
3319701592
Udg. Dato:
18 jan 2018
Længde:
0mm
Bredde:
155mm
Højde:
235mm
Forlag:
Springer International Publishing AG
Oplagsdato:
18 jan 2018
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