Identifying Patterns in Financial Markets
Springer International Publishing (Verlag)
978-3-319-70159-2 (ISBN)
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.
Introduction.- Related Work.- SIR/GA approach.- Case studies.
| Erscheinungsdatum | 28.01.2018 |
|---|---|
| Reihe/Serie | SpringerBriefs in Applied Sciences and Technology | SpringerBriefs in Computational Intelligence |
| Zusatzinfo | XVII, 66 p. 69 illus. |
| Verlagsort | Cham |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Gewicht | 142 g |
| Themenwelt | Informatik ► Theorie / Studium ► Algorithmen |
| Informatik ► Theorie / Studium ► Künstliche Intelligenz / Robotik | |
| Technik | |
| Wirtschaft ► Betriebswirtschaft / Management | |
| Schlagworte | Algorithm analysis and problem complexity • Genetic Algorithm • investment rules • Pattern Discovery • perceptually important points • Quantitative Finance • SAX Representation |
| ISBN-10 | 3-319-70159-2 / 3319701592 |
| ISBN-13 | 978-3-319-70159-2 / 9783319701592 |
| Zustand | Neuware |
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