Identifying Patterns in Financial Markets
Produktinformationen "Identifying Patterns in Financial Markets"
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.
| Autor: | Horta, Nuno C.G. Leitão, João Neves, Rui Ferreira |
|---|---|
| ISBN: | 9783319701592 |
| Verlag: | Springer International Publishing |
| Auflage: | 1 |
| Sprache: | Englisch |
| Seitenzahl: | 66 |
| Produktart: | Kartoniert / Broschiert |
| Erscheinungsdatum: | 18.01.2018 |
| Verlag: | Springer International Publishing |
| Untertitel: | New Approach Combining Rules Between PIPs and SAX |
| Schlagworte: | SAX representation algorithm analysis and problem complexity genetic algorithm investment rules pattern discovery perceptually important points quantitative finance |