9783319701592 - SpringerBriefs in Applied Sciences and Technology Identifying Patterns in Financial Markets - João Leitão Rui Ferreira Neves Nuno CG Horta Kartoniert (TB)

EAN: 9783319701592

Produktdaten aktualisiert am: 22.01.2025
Hersteller: - Hersteller-ArtNr. (MPN): - ASIN: 3319701592 
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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