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.
- ISBN13 9783319701592
- Publish Date 18 January 2018
- Publish Status Active
- Publish Country CH
- Imprint Springer International Publishing AG
- Edition 1st ed. 2018
- Format Paperback
- Pages 66
- Language English