SpringerBriefs in Applied Sciences and Technology: New Approach Combining Rules Between PIPs and SAX

Leitão, João; Neves, Rui Ferreira; Horta, Nuno C.G.

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.

Details

Published by: Springer

Publication Date: 2018-01-18

Format: Paperback

ISBN-13: 9783319701592

DOI: 10.1007/978-3-319-70160-8

Dimensions: 235cm x155cm

Pages: 66