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Identifying Patterns in Financial Markets

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Identifying Patterns in Financial Markets Jo?o Leit?o
Libristo kod: 18255117
Nakladnici Springer International Publishing AG, siječanj 2018
This book describes a new pattern discovery approach based on the combination among rules between Pe... Cijeli opis
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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.

Informacije o knjizi

Puni naziv Identifying Patterns in Financial Markets
Autor Jo?o Leit?o, Rui Neves, Nuno Horta
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2018
Broj stranica 66
EAN 9783319701592
ISBN 3319701592
Libristo kod 18255117
Nakladnici Springer International Publishing AG
Težina 454
Dimenzije 155 x 235 x 5

Kategorija

Computing & Information Technology > Computer science > Artificial intelligence > Pattern recognition
Computing & Information Technology > Computer programming / software engineering > Algorithms & data structures
Economics, Finance, Business & Management > Finance & accounting
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