Details

Autor(en) / Beteiligte

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

Titel

Identifying Patterns in Financial Markets : New Approach Combining Rules Between PIPs and SAX [electronic resource]

Auflage

1st ed. 2018

Ort / Verlag

Cham : Springer International Publishing

Erscheinungsjahr

2018

Beschreibungen/Notizen

• Includes bibliographical references at the end of each chapters.
• Introduction -- Related Work -- SIR/GA approach -- Case studies.
• 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.