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Identifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX

Leitão, João Neves, Rui Ferreira Horta, Nuno C.G.
Heftet / 2018 / Engelsk

Produktdetaljer

ISBN
9783319701592
Publisert
2018-01-18
Utgiver
Vendor
Springer International Publishing AG
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Research, P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet

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

Biographical note

João Maria Rodrigues Leitão is a software engineer at PASS, S.A., Portugal. His research activity focus on pattern recognition and evolutionary computation in financial markets.

Rui Ferreira  Neves is a professor at Instituto Superior Técnico, Portugal, since 2005. His research activity focus on evolutionary computation and pattern matching applied to the financial markets, sensor networks, embedded systems and mixed signal integrated circuits. He uses both fundamental, technical and pattern matching indicators to find the evolution of the financial markets.

Nuno Horta is the Head of the Integrated Circuits Group at Instituto de Telecomunicações, Portugal. His research interests are mainly in analog and mixed-signal IC design, analog IC design automation, soft computing and data science.

Identifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX

Leitão, João Neves, Rui Ferreira Horta, Nuno C.G.
Heftet / 2018 / Engelsk
Leitão, João Neves, Rui Ferreira Horta, Nuno C.G.
Heftet / 2018 / Engelsk
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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.

Les mer
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).
Les mer
Introduction.- Related Work.- SIR/GA approach.- Case studies.
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
Les mer
GPSR Compliance The European Union's (EU) General Product Safety Regulation (GPSR) is a set of rules that requires consumer products to be safe and our obligations to ensure this. If you have any concerns about our products you can contact us on ProductSafety@springernature.com. In case Publisher is established outside the EU, the EU authorized representative is: Springer Nature Customer Service Center GmbH Europaplatz 3 69115 Heidelberg, Germany ProductSafety@springernature.com
Les mer

Relaterte produkter

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.

Les mer
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).
Les mer
Introduction.- Related Work.- SIR/GA approach.- Case studies.
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
Les mer
GPSR Compliance The European Union's (EU) General Product Safety Regulation (GPSR) is a set of rules that requires consumer products to be safe and our obligations to ensure this. If you have any concerns about our products you can contact us on ProductSafety@springernature.com. In case Publisher is established outside the EU, the EU authorized representative is: Springer Nature Customer Service Center GmbH Europaplatz 3 69115 Heidelberg, Germany ProductSafety@springernature.com
Les mer

Produktdetaljer

ISBN
9783319701592
Publisert
2018-01-18
Utgiver
Vendor
Springer International Publishing AG
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Research, P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet

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

Biographical note

João Maria Rodrigues Leitão is a software engineer at PASS, S.A., Portugal. His research activity focus on pattern recognition and evolutionary computation in financial markets.

Rui Ferreira  Neves is a professor at Instituto Superior Técnico, Portugal, since 2005. His research activity focus on evolutionary computation and pattern matching applied to the financial markets, sensor networks, embedded systems and mixed signal integrated circuits. He uses both fundamental, technical and pattern matching indicators to find the evolution of the financial markets.

Nuno Horta is the Head of the Integrated Circuits Group at Instituto de Telecomunicações, Portugal. His research interests are mainly in analog and mixed-signal IC design, analog IC design automation, soft computing and data science.

Relaterte produkter