Download ~ Identifying Patterns in Financial Markets " by Joao Leitao, Rui Ferreira Neves & Nuno C.G. Horta ~ Book PDF Kindle ePub Free
eBook details
- Title: Identifying Patterns in Financial Markets
- Author : Joao Leitao, Rui Ferreira Neves & Nuno C.G. Horta
- Release Date : January 26, 2017
- Genre: Engineering,Books,Professional & Technical,Computers & Internet,Computers,Science & Nature,Mathematics,Programming,
- Pages : * pages
- Size : 2684 KB
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.
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