Identifying patterns in financial markets : new approach combining rules between PIPs and SAX 1st ed.
Author
Leitão, João
Additional Author(s)
Neves, Rui Ferreira
Horta, Nuno C.G.
Publisher
Cham, Switzerland : Springer International Publishing, 2018
Language
English
ISBN
9783319701608
Series
SpringerBriefs in Computational Intelligence
Subject(s)
ALGORITHMS
COMPUTATIONAL INTELLIGENCE
ECONOMICS, MATHEMATICAL
Notes
. .
Abstract
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.
Physical Dimension
Number of Page(s)
1 online resource (xvii, 66 p.)
Dimension
-
Other Desc.
ill.
Summary / Review / Table of Content
Introduction --
Related Work --
SIR/GA approach --
Case studies.
