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...
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| Médium: | Elektronický zdroj E-kniha |
| Jazyk: | angličtina |
| Vydáno: |
Cham :
Springer International Publishing,
2018.
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| Vydání: | 1st ed. 2018. |
| Edice: | SpringerBriefs in Computational Intelligence,
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| Témata: | |
| ISBN: | 9783319701608 |
| ISSN: | 2625-3704 |
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| 008 | 171228s2018 gw | s |||| 0|eng d | ||
| 020 | |a 9783319701608 | ||
| 024 | 7 | |a 10.1007/978-3-319-70160-8 |2 doi | |
| 035 | |a CVTIDW10337 | ||
| 040 | |a Springer-Nature |b eng |c CVTISR |e AACR2 | ||
| 041 | |a eng | ||
| 100 | 1 | |a Leitão, João. |4 aut | |
| 245 | 1 | 0 | |a Identifying Patterns in Financial Markets |h [electronic resource] : |b New Approach Combining Rules Between PIPs and SAX / |c by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta. |
| 250 | |a 1st ed. 2018. | ||
| 260 | 1 | |a Cham : |b Springer International Publishing, |c 2018. | |
| 300 | |a XVII, 66 p. 69 illus. |b online resource. | ||
| 490 | 1 | |a SpringerBriefs in Computational Intelligence, |x 2625-3704 | |
| 500 | |a Engineering | ||
| 505 | 0 | |a Introduction -- Related Work -- SIR/GA approach -- Case studies. | |
| 516 | |a text file PDF | ||
| 520 | |a 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. | ||
| 650 | 0 | |a Computational intelligence. | |
| 650 | 0 | |a Algorithms. | |
| 650 | 0 | |a Economics, Mathematical . | |
| 650 | 0 | |a Pattern recognition. | |
| 856 | 4 | 0 | |u http://hanproxy.cvtisr.sk/han/cvti-ebook-springer-eisbn-978-3-319-70160-8 |y Vzdialený prístup pre registrovaných používateľov |
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| 919 | |a 978-3-319-70160-8 | ||
| 974 | |a andrea.lebedova |f Elektronické zdroje | ||
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| 999 | |c 276279 |d 276279 | ||