Identifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX
Heftet /
2018
/ Engelsk
Produktdetaljer
ISBN
9783319701592
Publisert
2018-01-18
Utgiver
Springer International Publishing AG
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Research, P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
17
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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Proposes a new methodology that has been tested with real data Approach combining multiple exit/sell methods namely time, price and pattern Suggests the use of a GA adaptive approach able to automatically identify multiple patterns and generate trading rules Includes supplementary material: sn.pub/extras
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Produktdetaljer
ISBN
9783319701592
Publisert
2018-01-18
Utgiver
Springer International Publishing AG
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Research, P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
17