Identifying Patterns in Financial Markets : New Approach Combining Rules Between PIPs and SAX
1st ed. 2018
Book Details
Format
Paperback / softback
ISBN-10
3319701592
ISBN-13
9783319701592
Edition
1st ed. 2018
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
CH
Country of Publication
GB
Publication Date
Jan 18th, 2018
Print length
66 Pages
KSh 7,900.00
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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).
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.
Get Identifying Patterns in Financial Markets by João Leitão, Nuno C.G. Horta at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer International Publishing AG and it has 66 pages.
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