000 | 02761nam a22005775i 4500 | ||
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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 |
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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. |
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300 |
_aXVII, 66 p. 69 illus. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
||
490 | 1 |
_aSpringerBriefs in Computational Intelligence, _x2625-3712 |
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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 |
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650 | 0 |
_aAlgorithms. _93390 |
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650 | 0 |
_aSocial sciences—Mathematics. _931863 |
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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 |
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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 |