Plus d’un million de livres, à portée de main !
Bookbot

Identifying Patterns in Financial Markets

New Approach Combining Rules Between PIPs and SAX

Paramètres

  • 84pages
  • 3 heures de lecture

En savoir plus sur le livre

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.

Achat du livre

Identifying Patterns in Financial Markets, João Leitão

Langue
Année de publication
2018
product-detail.submit-box.info.binding
(souple)
Nous vous informerons par e-mail dès que nous l’aurons retrouvé.

Modes de paiement

Personne n'a encore évalué .Évaluer