Download or read book Identifying Patterns in Financial Markets written by João Leitão and published by Springer. This book was released on 2017-12-26 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.