Combining rules between PIPs and SAX to identify patterns in financial markets
作者：
Highlights：
• The work proposes a new pattern discovery approach.
• The approach combines rules between PIPs and the SAX representation.
• The rules and characters allowed the distinction of the different types of trends.
• The GA allowed a huge flexibility of solutions and to identify different patterns.
• All the results of this approach have outperformed the Buy&Hold strategy.
摘要
•The work proposes a new pattern discovery approach.•The approach combines rules between PIPs and the SAX representation.•The rules and characters allowed the distinction of the different types of trends.•The GA allowed a huge flexibility of solutions and to identify different patterns.•All the results of this approach have outperformed the Buy&Hold strategy.
论文关键词：Pattern discovery,Rules,Perceptually Important Points (PIPs),SAX representation,Genetic Algorithm,Investment rules
论文评审过程：Received 30 March 2016, Revised 1 July 2016, Accepted 4 August 2016, Available online 17 August 2016, Version of Record 24 August 2016.
论文官网地址：https://doi.org/10.1016/j.eswa.2016.08.032
