Identifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX
Title:
Identifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX
Author:
Leitão, João. author.
ISBN:
9783319701608
Personal Author:
Physical Description:
XVII, 66 p. 69 illus. online resource.
Series:
SpringerBriefs in Computational Intelligence,
Contents:
Introduction -- Related Work -- SIR/GA approach -- Case studies.
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.
Subject Term:
Added Corporate Author:
Electronic Access:
https://doi.org/10.1007/978-3-319-70160-8