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Identifying Patterns in Financial Markets - New Approach Combining Rules Between PIPs and SAX (Paperback, 1st ed. 2018)
Loot Price: R1,506
Discovery Miles 15 060
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Identifying Patterns in Financial Markets - New Approach Combining Rules Between PIPs and SAX (Paperback, 1st ed. 2018)
Series: SpringerBriefs in Computational Intelligence
Expected to ship within 10 - 15 working days
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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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