Identifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX
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 in...
| Main Authors: | , , |
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| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2018, 2018
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| Edition: | 1st ed. 2018 |
| Series: | SpringerBriefs in Computational Intelligence
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
| Summary: | 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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| Physical Description: | XVII, 66 p. 69 illus online resource |
| ISBN: | 9783319701608 |