Book Identifying Patterns in Financial Markets: New Approach Combining Rules Between PIPs and SAX

Name: Identifying Patterns in Financial Markets: New Approach Combining Rules Between PIPs and SAX
SKU: 20219722
Price: 2851 UAH
Availability: OutOfStock

João Leitão, Nuno C. G. Horta, Rui Ferreira Neves

Product code: 20219722

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Finance. Banking. Investments Algorithms Applied mathematics Cybernetics. Artificial intelligence Economics, Finance, Business and Management Applied mathematics Algorithms and data structures Artificial intelligence

About book

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.

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Author

João Leitão, Nuno C. G. Horta, Rui Ferreira Neves

Publisher

Springer / Springer /

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