Identifying Patterns in Financial Markets
New Approach Combining Rules Between PIPs and SAX
AvJoão Leitão,Rui Ferreira Neves
Häftad, Engelska, 2018
Del i serien SpringerBriefs in Applied Sciences and Technology
546 kr
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Beskrivning
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.