LEADER 03093nam 22006495 450 001 9910299890603321 005 20200701000958.0 010 $a3-319-70160-6 024 7 $a10.1007/978-3-319-70160-8 035 $a(CKB)4100000001381489 035 $a(DE-He213)978-3-319-70160-8 035 $a(MiAaPQ)EBC5210845 035 $a(PPN)222226021 035 $a(EXLCZ)994100000001381489 100 $a20171228d2018 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aIdentifying Patterns in Financial Markets $eNew Approach Combining Rules Between PIPs and SAX /$fby João Leitão, Rui Ferreira Neves, Nuno C.G. Horta 205 $a1st ed. 2018. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2018. 215 $a1 online resource (XVII, 66 p. 69 illus.) 225 1 $aSpringerBriefs in Computational Intelligence,$x2625-3704 311 $a3-319-70159-2 320 $aIncludes bibliographical references at the end of each chapters. 327 $aIntroduction -- Related Work -- SIR/GA approach -- Case studies. 330 $aThis book describes a new pattern discovery approach based on the combination among rules between Perceptually Important Points (PIPs) and the Symbolic Aggregate approximation (SAX) representation optimized by Genetic Algorithm (GA). The proposed approach was tested with real data from S&P500 index and all the results obtained outperform the Buy&Hold strategy. Three different case studies are presented by the authors. 410 0$aSpringerBriefs in Computational Intelligence,$x2625-3704 606 $aComputational intelligence 606 $aAlgorithms 606 $aEconomics, Mathematical 606 $aPattern perception 606 $aComputational Intelligence$3https://scigraph.springernature.com/ontologies/product-market-codes/T11014 606 $aAlgorithm Analysis and Problem Complexity$3https://scigraph.springernature.com/ontologies/product-market-codes/I16021 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 606 $aPattern Recognition$3https://scigraph.springernature.com/ontologies/product-market-codes/I2203X 615 0$aComputational intelligence. 615 0$aAlgorithms. 615 0$aEconomics, Mathematical. 615 0$aPattern perception. 615 14$aComputational Intelligence. 615 24$aAlgorithm Analysis and Problem Complexity. 615 24$aQuantitative Finance. 615 24$aPattern Recognition. 676 $a519.7 700 $aLeitão$b João$4aut$4http://id.loc.gov/vocabulary/relators/aut$0785680 702 $aNeves$b Rui Ferreira$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aHorta$b Nuno C.G$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910299890603321 996 $aIdentifying Patterns in Financial Markets$92532498 997 $aUNINA