Data & IT
Pocket
Identifying Patterns in Financial Markets
Joo Leito • Rui Ferreira Neves • Nuno C G Horta
769:-
Uppskattad leveranstid 10-15 arbetsdagar
Fri frakt för medlemmar vid köp för minst 249:-
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.
- Illustratör: Bibliographie
- Format: Pocket/Paperback
- ISBN: 9783319701592
- Språk: Engelska
- Antal sidor: 66
- Utgivningsdatum: 2018-01-18
- Förlag: Springer International Publishing AG