Multi-dimensional pattern discovery in financial time series using sax-ga with extended robustness

Authors:
Antonio Canelas;Rui Neves;Nuno Horta
Affiliations:
Instituto de Telecomunicações, Lisboa, Portugal;Instituto de Telecomunicações, Lisboa, Portugal;Instituto de Telecomunicações, Lisboa, Portugal
Venue:
Proceedings of the 15th annual conference companion on Genetic and evolutionary computation
Year:
2013

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Abstract