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Identifying Patterns in Financial Markets

New approach combining rules between PIPs and SAX

Produktform: Buch / Einband - flex.(Paperback)

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. weiterlesen

Sprache(n): Englisch

ISBN: 978-3-319-70159-2 / 978-3319701592 / 9783319701592

Verlag: Springer International Publishing

Erscheinungsdatum: 18.01.2018

Seiten: 66

Auflage: 1

Autor(en): Nuno Horta, Nuno C.G. Horta, João Leitão, Rui Ferreira Neves, Rui Neves

53,49 € inkl. MwSt.
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lieferbar - Lieferzeit 10-15 Werktage

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