Identifying Patterns in Financial Markets : New Approach Combining Rules Between PIPs and SAX / / by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
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| Autore: |
Leitão João
|
| Titolo: |
Identifying Patterns in Financial Markets : New Approach Combining Rules Between PIPs and SAX / / by João Leitão, Rui Ferreira Neves, Nuno C.G. Horta
|
| Pubblicazione: | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Edizione: | 1st ed. 2018. |
| Descrizione fisica: | 1 online resource (XVII, 66 p. 69 illus.) |
| Disciplina: | 519.7 |
| Soggetto topico: | Computational intelligence |
| Algorithms | |
| Economics, Mathematical | |
| Pattern recognition | |
| Computational Intelligence | |
| Algorithm Analysis and Problem Complexity | |
| Quantitative Finance | |
| Pattern Recognition | |
| Persona (resp. second.): | NevesRui Ferreira |
| HortaNuno C.G | |
| Nota di bibliografia: | Includes bibliographical references at the end of each chapters. |
| Nota di contenuto: | Introduction -- Related Work -- SIR/GA approach -- Case studies. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Identifying Patterns in Financial Markets |
| ISBN: | 3-319-70160-6 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910299890603321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
SpringerBriefs in Computational Intelligence, . 2625-3704