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

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).

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Bibliographische Detailangaben
Hauptverfasser: Leitão, João, Neves, Rui Ferreira, Horta, Nuno C. G
Format: Buch
Sprache:eng
Schlagworte:
Algorithm Analysis and Problem Complexity
Computational Intelligence
Engineering
Genetic algorithms
Pattern Recognition
Quantitative Finance
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Beschreibung
Zusammenfassung: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).
ISSN:2191-530X
2191-5318
DOI:10.1007/978-3-319-70160-8