Identifying Patterns in Financial Markets
  Identifying Patterns in Financial Markets
Titolo Identifying Patterns in Financial Markets
AutoreLeitão João; Ferreira Neves Rui; C.G. Horta Nuno
Prezzo€ 46,79
EditoreSpringer
LinguaTesto in Inglese
FormatoAdobe DRM

Descrizione
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.