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Identifying Patterns in Financial Markets

New approach combining rules between PIPs and SAX

Produktform: E-Buch Text Elektronisches Buch in proprietärem

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

Elektronisches Format: PDF

Sprache(n): Englisch

ISBN: 978-3-319-70160-8 / 978-3319701608 / 9783319701608

Verlag: Springer International Publishing

Erscheinungsdatum: 26.12.2017

Seiten: 66

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

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