Identifying Patterns in Financial Markets
- New Approach Combining Rules Between PIPs and SAX
- Format
- E-bog, ePub
- Engelsk
- Indgår i serie
Er ikke web-tilgængelig
E-bogen er DRM-beskyttet og kræver et særligt læseprogram
Normalpris
kr. 429,95
Medlemspris
kr. 379,95
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.
Detaljer
- SprogEngelsk
- Udgivelsesdato26-12-2017
- ISBN139783319701608
- Forlag Springer International Publishing
- FormatePub
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