Identifying Patterns in Financial Markets

New Approach Combining Rules Between PIPs and SAX

By: João Leitão, Rui Ferreira Neves, Nuno C.G. Horta

Write A Review

eText | 26 December 2017

At a Glance

Format
ePUB

eText

$84.99

or 4 interest-free payments of $21.25 with

Instant online reading in your Booktopia eTextbook Library *

Read online on

Desktop

Tablet

Mobile

Not downloadable to your eReader or an app

Why choose an eTextbook?

Instant Access *

Purchase and read your book immediately

Read Aloud

Listen and follow along as Bookshelf reads to you

Study Tools

Built-in study tools like highlights and more

* eTextbooks are not downloadable to your eReader or an app and can be accessed via web browsers only. You must be connected to the internet and have no technical issues with your device or browser that could prevent the eTextbook from operating.

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.