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Identifying patterns in financial ma...

Leitao, Joao.

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Identifying patterns in financial markets = new approach combining rules between PIPs and SAX /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Identifying patterns in financial markets/ by Joao Leitao, Rui Ferreira Neves, Nuno C.G. Horta.
Reminder of title:	new approach combining rules between PIPs and SAX /
Author:	Leitao, Joao.
other author:	Neves, Rui Ferreira.
Published:	Cham :Springer International Publishing : : 2018.,
Description:	xvii, 66 p. :ill., digital ;24 cm.
[NT 15003449]:	Introduction -- Related Work -- SIR/GA approach -- Case studies.
Contained By:	Springer eBooks
Subject:	Portfolio management. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-70160-8
ISBN:	9783319701608

Identifying patterns in financial markets = new approach combining rules between PIPs and SAX /
Leitao, Joao.

Identifying patterns in financial marketsnew approach combining rules between PIPs and SAX /[electronic resource] :by Joao Leitao, Rui Ferreira Neves, Nuno C.G. Horta. - Cham :Springer International Publishing :2018. - xvii, 66 p. :ill., digital ;24 cm. - SpringerBriefs in applied sciences and technology,2191-530X. - SpringerBriefs in applied sciences and technology..

Introduction -- Related Work -- SIR/GA approach -- Case studies.

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.

ISBN: 9783319701608

Standard No.: 10.1007/978-3-319-70160-8doiSubjects--Topical Terms:

646616
Portfolio management.

LC Class. No.: HG4529.5

Dewey Class. No.: 332.6

Identifying patterns in financial markets = new approach combining rules between PIPs and SAX /
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100 1 $a Leitao, Joao. $3 2133832
245 1 0 $a Identifying patterns in financial markets $h [electronic resource] : $b new approach combining rules between PIPs and SAX / $c by Joao Leitao, Rui Ferreira Neves, Nuno C.G. Horta.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2018.
300 $a xvii, 66 p. : $b ill., digital ; $c 24 cm.
490 1 $a SpringerBriefs in applied sciences and technology, $x 2191-530X
505 0 $a Introduction -- Related Work -- SIR/GA approach -- Case studies.
520 $a 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.
650 0 $a Portfolio management. $3 646616
650 0 $a Genetic algorithms. $3 533907
650 1 4 $a Engineering. $3 586835
650 2 4 $a Computational Intelligence. $3 1001631
650 2 4 $a Algorithm Analysis and Problem Complexity. $3 891007
650 2 4 $a Quantitative Finance. $3 891090
650 2 4 $a Pattern Recognition. $3 891045
700 1 $a Neves, Rui Ferreira. $3 2182941
700 1 $a Horta, Nuno C.G. $3 3299729
710 2 $a SpringerLink (Online service) $3 836513
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830 0 $a SpringerBriefs in applied sciences and technology. $3 1565541
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-70160-8
950 $a Engineering (Springer-11647)