Joao Leitao,
João Leitão,
Rui Ferreira Neves,
Nuno C.G. Horta
e.a.
Identifying Patterns in Financial Markets
New Approach Combining Rules Between PIPs and SAX
Paperback Engels 2018 9783319701592
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9783319701592
Taal:Engels
Bindwijze:paperback
Uitgever:Springer International Publishing
Lezersrecensies
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Inhoudsopgave
Introduction.- Related Work.- SIR/GA approach.- Case studies.
Rubrieken
- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
- psychologie
- reclame en verkoop
- strategisch management
- verandermanagement
- werk en loopbaan