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001 978-3-319-70160-8
003 DE-He213
005 20220801213941.0
007 cr nn 008mamaa
008 171228s2018 sz | s |||| 0|eng d
020 _a9783319701608
_9978-3-319-70160-8
024 7 _a10.1007/978-3-319-70160-8
_2doi
050 4 _aQ342
072 7 _aUYQ
_2bicssc
072 7 _aTEC009000
_2bisacsh
072 7 _aUYQ
_2thema
082 0 4 _a006.3
_223
100 1 _aLeitão, João.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_935401
245 1 0 _aIdentifying Patterns in Financial Markets
_h[electronic resource] :
_bNew Approach Combining Rules Between PIPs and SAX /
_cby João Leitão, Rui Ferreira Neves, Nuno C.G. Horta.
250 _a1st ed. 2018.
264 1 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2018.
300 _aXVII, 66 p. 69 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringerBriefs in Computational Intelligence,
_x2625-3712
505 0 _aIntroduction -- Related Work -- SIR/GA approach -- Case studies.
520 _aThis 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.
650 0 _aComputational intelligence.
_97716
650 0 _aAlgorithms.
_93390
650 0 _aSocial sciences—Mathematics.
_931863
650 0 _aPattern recognition systems.
_93953
650 1 4 _aComputational Intelligence.
_97716
650 2 4 _aAlgorithms.
_93390
650 2 4 _aMathematics in Business, Economics and Finance.
_931864
650 2 4 _aAutomated Pattern Recognition.
_931568
700 1 _aNeves, Rui Ferreira.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_935402
700 1 _aHorta, Nuno C.G.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_935403
710 2 _aSpringerLink (Online service)
_935404
773 0 _tSpringer Nature eBook
776 0 8 _iPrinted edition:
_z9783319701592
776 0 8 _iPrinted edition:
_z9783319701615
830 0 _aSpringerBriefs in Computational Intelligence,
_x2625-3712
_935405
856 4 0 _uhttps://doi.org/10.1007/978-3-319-70160-8
912 _aZDB-2-ENG
912 _aZDB-2-SXE
942 _cEBK
999 _c75784
_d75784