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Paperback version af Identifying Patterns in Financial Markets af João Leitão, Rui Ferreira Neves, Nuno C. G. Horta

Identifying Patterns in Financial Markets

- New Approach Combining Rules Between PIPs and SAX

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  • Engelsk

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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.

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15,5 cm
23,5 cm

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Investment rules Quantitative Finance Algorithm analysis and problem complexity SAX representation Genetic algorithm Perceptually important points Pattern discovery