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Identifying Patterns in Financial Markets - New Approach Combining Rules Between PIPs and SAX (Paperback, 1st ed. 2018) Loot Price: R1,597
Discovery Miles 15 970
Repayment Terms: R150 pm x 12*
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Identifying Patterns in Financial Markets - New Approach Combining Rules Between PIPs and SAX (Paperback, 1st ed. 2018): Joao...

Identifying Patterns in Financial Markets - New Approach Combining Rules Between PIPs and SAX (Paperback, 1st ed. 2018)

Joao Leitao, Rui Ferreira Neves, Nuno C G Horta

Series: SpringerBriefs in Computational Intelligence

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Loot Price R1,597 Discovery Miles 15 970 | Repayment Terms: R150 pm x 12*

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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.

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Series: SpringerBriefs in Computational Intelligence
Release date: 2018
First published: 2018
Authors: Joao Leitao • Rui Ferreira Neves • Nuno C G Horta
Dimensions: 235 x 155mm (L x W)
Format: Paperback
Pages: 66
Edition: 1st ed. 2018
ISBN-13: 978-3-319-70159-2
Categories: Books > Business & Economics > Finance & accounting > General
Books > Computing & IT > General theory of computing > Data structures
Books > Computing & IT > Computer programming > Algorithms & procedures
Books > Computing & IT > Applications of computing > Pattern recognition
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LSN: 3-319-70159-2
Barcode: 9783319701592

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