03093nam 22006495 450 991029989060332120200701000958.03-319-70160-610.1007/978-3-319-70160-8(CKB)4100000001381489(DE-He213)978-3-319-70160-8(MiAaPQ)EBC5210845(PPN)222226021(EXLCZ)99410000000138148920171228d2018 u| 0engurnn|008mamaatxtrdacontentcrdamediacrrdacarrierIdentifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX /by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta1st ed. 2018.Cham :Springer International Publishing :Imprint: Springer,2018.1 online resource (XVII, 66 p. 69 illus.) SpringerBriefs in Computational Intelligence,2625-37043-319-70159-2 Includes bibliographical references at the end of each chapters.Introduction -- Related Work -- SIR/GA approach -- Case studies.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.SpringerBriefs in Computational Intelligence,2625-3704Computational intelligenceAlgorithmsEconomics, MathematicalPattern perceptionComputational Intelligencehttps://scigraph.springernature.com/ontologies/product-market-codes/T11014Algorithm Analysis and Problem Complexityhttps://scigraph.springernature.com/ontologies/product-market-codes/I16021Quantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Pattern Recognitionhttps://scigraph.springernature.com/ontologies/product-market-codes/I2203XComputational intelligence.Algorithms.Economics, Mathematical.Pattern perception.Computational Intelligence.Algorithm Analysis and Problem Complexity.Quantitative Finance.Pattern Recognition.519.7Leitão Joãoauthttp://id.loc.gov/vocabulary/relators/aut785680Neves Rui Ferreiraauthttp://id.loc.gov/vocabulary/relators/autHorta Nuno C.Gauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910299890603321Identifying Patterns in Financial Markets2532498UNINA