Identifying Patterns in Financial Markets
New Approach Combining Rules Between PIPs and SAX
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- $39.99
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- $39.99
Publisher Description
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.
GENRE
Professional & Technical
RELEASED
2017
December 26
LANGUAGE
EN
English
LENGTH
83
Pages
PUBLISHER
Springer International Publishing
SELLER
Springer Nature B.V.
SIZE
2.7
MB