株式会社極東書店トップ ＞ 商品一覧 ＞ Identifying Patterns in Financial Markets: New Approach Combining Rules Between PIPs and SAX. 1st ed. 2018
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Identifying Patterns in Financial Markets: New Approach Combining Rules Between PIPs and SAX. 1st ed. 2018
・ISBN 978-3-319-70159-2 paper EUR 49.99
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| 著者・編者 | Leitao, Joao / Neves, Rui Ferreira / Horta, Nuno C.G., |
|---|---|
| シリーズ | (SpringerBriefs in Applied Sciences and Technology) |
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2018 |
| ページ数 | 66 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A01-77629＞ |
解説
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.