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Identifying Patterns in Financial Markets: New Approach Combining Rules Between Pips and Sax

Identifying Patterns in Financial Markets: New Approach Combining Rules Between Pips and Sax

Paperback

General ComputersGeneral MathematicsProgramming

ISBN10: 3319701592
ISBN13: 9783319701592
Publisher: Springer
Published: Jan 18 2018
Pages: 66
Weight: 0.29
Height: 0.18 Width: 6.14 Depth: 9.21
Language: English
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.

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