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: | 9783319701592 |
| Publication date: | 18th January 2018 |
| Author: | João Leitão, Rui Ferreira Neves, Nuno CG Horta |
| Publisher: | Springer International Publishing AG |
| Format: | Paperback |
| Pagination: | 66 pages |
| Series: | SpringerBriefs in Applied Sciences and Technology |
| Genres: |
Artificial intelligence Algorithms and data structures Applied mathematics Economics, Finance, Business and Management Pattern recognition |