Saxo Access
Indkøbskurv
  3. Identifying Patterns in Financial Markets
Identifying Patterns in Financial Markets (e-bog) af Horta, Nuno C.G.
Horta, Nuno C.G. (forfatter)

Identifying Patterns in Financial Markets e-bog

436,85 DKK (inkl. moms 546,06 DKK)
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 p...
E-bog 436,85 DKK
Kan læses i vores apps til iPhone/iPad og Android.
Forfattere Horta, Nuno C.G. (forfatter)
Forlag Springer
Udgivet 26 december 2017
Genrer Economics, Finance, Business and Management
Sprog English
Format epub
Beskyttelse LCP
ISBN 9783319701608

Beskrivelse

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.