Identifying Patterns In Financial Markets by Joao Leitao, Rui Ferreira Neves & Nuno C.G. Horta - Books

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Identifying Patterns in Financial Markets

By Joao Leitao, Rui Ferreira Neves & Nuno C.G. Horta Computers & Internet 26/12/2017

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.