Identifying Patterns in Financial Markets

New Approach Combining Rules Between PIPs and SAX

AvNuno C.G. Horta,Rui Ferreira Neves

E-bok
Engelska, 2017

672 kr

Läs direkt i Bokus Reader – eller ladda ned till din enhet

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.

Produktinformation

Utforska kategorier

Hoppa över listan

Mer från samma författare

Hoppa över listan

Du kanske också är intresserad av