9783319701592 - SpringerBriefs in Applied Sciences and Technology Identifying Patterns in Financial Markets - João Leitão Rui Ferreira Neves Nuno CG Horta Kartoniert (TB)

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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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20.03.2025 um 04:36 Uhr

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9783319701592

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3319701592

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