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Identifying Patterns In Financial Markets New Approach Combining Rules Between Pips And Sax 1st Edition Joo Leito

  • SKU: BELL-6842370
Identifying Patterns In Financial Markets New Approach Combining Rules Between Pips And Sax 1st Edition Joo Leito
$ 31.00 $ 45.00 (-31%)

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Identifying Patterns In Financial Markets New Approach Combining Rules Between Pips And Sax 1st Edition Joo Leito instant download after payment.

Publisher: Springer International Publishing
File Extension: PDF
File size: 4.34 MB
Pages: 80
Author: João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
ISBN: 9783319701592, 9783319701608, 3319701592, 3319701606
Language: English
Year: 2018
Edition: 1

Product desciption

Identifying Patterns In Financial Markets New Approach Combining Rules Between Pips And Sax 1st Edition Joo Leito by João Leitão, Rui Ferreira Neves, Nuno C.g. Horta 9783319701592, 9783319701608, 3319701592, 3319701606 instant download after payment.

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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