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Identifying patterns in financial ma...

Horta, Nuno C.G.

Identifying patterns in financial marketsnew approach combining rules between PIPs and SAX /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Identifying patterns in financial marketsby 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.
Contained By:	Springer eBooks
Subject:	Portfolio management.
Online resource:	http://dx.doi.org/10.1007/978-3-319-70160-8
ISBN:	9783319701608$q(electronic bk.)

Identifying patterns in financial marketsnew 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$q(electronic bk.)

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

186383
Portfolio management.

LC Class. No.: HG4529.5

Dewey Class. No.: 332.6

Identifying patterns in financial marketsnew approach combining rules between PIPs and SAX /
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100 1 $a Leitao, Joao. $3 356879
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 186383
650 0 $a Genetic algorithms. $3 182939
650 1 4 $a Engineering. $3 210888
650 2 4 $a Computational Intelligence. $3 338479
650 2 4 $a Algorithm Analysis and Problem Complexity. $3 273702
650 2 4 $a Quantitative Finance. $3 274071
650 2 4 $a Pattern Recognition. $3 273706
700 1 $a Neves, Rui Ferreira. $3 740864
700 1 $a Horta, Nuno C.G. $3 803443
710 2 $a SpringerLink (Online service) $3 273601
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