Identifying Patterns in Financial Markets
Identifying Patterns in Financial Markets
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ISBN: 9783319701608
Author: Joao Leitao; Nuno C.G. Horta; Rui Ferreira Neves
Publisher: Gardners
Published Date: December 26, 2017
Access Validity: 3 Years from Date of Purchase
Book Type:
Digital eBook
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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.
