Identifying Patterns in Financial Markets

Name: Identifying Patterns in Financial Markets
SKU: 27214318
Price: 139.99 AUD
Availability: InStock

New Approach Combining Rules Between PIPs and SAX

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Format:

Paperback / softback

Series:

Springerbriefs in Applied Sciences and Technology

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Description

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.

Author Biography:

João Maria Rodrigues Leitão is a software engineer at PASS, S.A., Portugal. His research activity focus on pattern recognition and evolutionary computation in financial markets. Rui Ferreira Neves is a professor at Instituto Superior Técnico, Portugal, since 2005. His research activity focus on evolutionary computation and pattern matching applied to the financial markets, sensor networks, embedded systems and mixed signal integrated circuits. He uses both fundamental, technical and pattern matching indicators to find the evolution of the financial markets. Nuno Horta is the Head of the Integrated Circuits Group at Instituto de Telecomunicações, Portugal. His research interests are mainly in analog and mixed-signal IC design, analog IC design automation, soft computing and data science.

Release date Australia

January 18th, 2018

Author

Audience

Professional & Vocational

Edition

1st ed. 2018

Illustrations

69 Illustrations, black and white; XVII, 66 p. 69 illus.

Pages

Series

Springerbriefs in Applied Sciences and Technology

ISBN-13

9783319701592

Product ID

27214318

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