Identifying Patterns in Financial Markets: New Approach Combining Rules Between PIPs and SAX (SpringerBriefs in Applied Sciences and Technology)
暫譯: 識別金融市場中的模式：結合PIPs與SAX之間規則的新方法（應用科學與技術系列）

João Leitão

Identifying Patterns in Financial Markets: New Approach Combining Rules Between PIPs and SAX (SpringerBriefs in Applied Sciences and Technology)
  • 出版商: Springer
  • 出版日期: 2018-01-18
  • 售價: $2,420
  • 貴賓價: 9.5 折 $2,299
  • 語言: 英文
  • 頁數: 84
  • 裝訂: Paperback
  • ISBN: 3319701592
  • ISBN-13: 9783319701592

    • 海外代購書籍(需單獨結帳)

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商品描述

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.

商品描述(中文翻譯)

本書描述了一種基於感知重要點（Perceptually Important Points, PIPs）之間規則組合與符號聚合近似（Symbolic Aggregate approximation, SAX）表示法的全新模式發現方法，並透過遺傳演算法（Genetic Algorithm, GA）進行優化。所提出的方法使用標準普爾500指數（S&P500）中的實際數據進行測試，所有獲得的結果均優於買入並持有（Buy&Hold）策略。作者提供了三個不同的案例研究。

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