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Identifying Patterns in Financial Markets

Identifying Patterns in Financial Markets

João Leitão / Nuno C.G. Horta / Nuno C.GHorta / Rui Ferreira Neves

67,95 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2018
Materia
Ingeniería: general
ISBN:
9783319701592
67,95 €
IVA incluido
Disponible

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Sobre IBD

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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