Abstract
In this chapter, the new approach to pattern discovery will be presented in detail. The objective of this research is to develop a pattern discovery algorithm that combines ideas from how humans identify patterns and automatic classification of the patterns. The method uses points that normally a human would consider important and then creates rules to describe the relationship between them. Then using GA and SAX makes a search for the relevant patterns in order to detect opportunities to enter/exit the market. This new approach, Symbolic Important Rules (SIR), is based on two different ideas from the related work: PIPs with rules and SAX representation. Also, the system’s architecture and each of its modules that support this approach will be described later in this chapter.
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Reference
Leitão, J., Neves, R.F., Horta, N.: Combining rules between PIPs and SAX to identify patterns in financial markets. Expert Systems with Applications, vol. 65, pp. 242–254. Reprinted with permission from Elsevier (2016)
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Leitão, J., Neves, R.F., Horta, N.C.G. (2018). SIR/GA Approach. In: Identifying Patterns in Financial Markets. SpringerBriefs in Applied Sciences and Technology(). Springer, Cham. https://doi.org/10.1007/978-3-319-70160-8_3
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DOI: https://doi.org/10.1007/978-3-319-70160-8_3
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Publisher Name: Springer, Cham
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Online ISBN: 978-3-319-70160-8
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