TY  - BOOK
AU  - Leitão,João
AU  - Neves,Rui Ferreira
AU  - Horta,Nuno C.G.
ED  - SpringerLink (Online service)
TI  - Identifying Patterns in Financial Markets: New Approach Combining Rules Between PIPs and SAX 
T2  - SpringerBriefs in Computational Intelligence,
SN  - 9783319701608
AV  - Q342 
U1  - 006.3 23
PY  - 2018///
CY  - Cham
PB  - Springer International Publishing, Imprint: Springer
KW  - Computational intelligence
KW  - Algorithms
KW  - Economics, Mathematical 
KW  - Pattern recognition
KW  - Computational Intelligence
KW  - Algorithm Analysis and Problem Complexity
KW  - Quantitative Finance
KW  - Pattern Recognition
N1  - Acceso multiusuario; Introduction -- Related Work -- SIR/GA approach -- Case studies
N2  - 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
UR  - http://148.231.10.114:2048/login?url=https://doi.org/10.1007/978-3-319-70160-8
ER  -