| 书目名称 | Identifying Patterns in Financial Markets |
| 副标题 | New Approach Combini |
| 编辑 | João Leitão,Rui Ferreira Neves,Nuno C.G. Horta |
| 视频video | |
| 概述 | Proposes a new methodology that has been tested with real data.Approach combining multiple exit/sell methods namely time, price and pattern.Suggests the use of a GA adaptive approach able to automatic |
| 丛书名称 | SpringerBriefs in Applied Sciences and Technology |
| 图书封面 |  |
| 描述 | 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.. |
| 出版日期 | Book 2018 |
| 关键词 | pattern discovery; perceptually important points; genetic algorithm; investment rules; SAX representatio |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-70160-8 |
| isbn_softcover | 978-3-319-70159-2 |
| isbn_ebook | 978-3-319-70160-8Series ISSN 2191-530X Series E-ISSN 2191-5318 |
| issn_series | 2191-530X |
| copyright | The Author(s) 2018 |
发表于 2025-3-21 19:51:48
