Towards a general theory of action and time
Artificial Intelligence
The temporal query language TQuel
ACM Transactions on Database Systems (TODS)
Fuzzy sets and fuzzy logic: theory and applications
Fuzzy sets and fuzzy logic: theory and applications
ICFP '97 Proceedings of the second ACM SIGPLAN international conference on Functional programming
PEPM '00 Proceedings of the 2000 ACM SIGPLAN workshop on Partial evaluation and semantics-based program manipulation
Composing contracts: an adventure in financial engineering (functional pearl)
ICFP '00 Proceedings of the fifth ACM SIGPLAN international conference on Functional programming
VLDB '95 Proceedings of the 21th International Conference on Very Large Data Bases
Query Processing for Temporal Databases
Proceedings of the Sixth International Conference on Data Engineering
Landmarks: A New Model for Similarity-Based Pattern Querying in Time Series Databases
ICDE '00 Proceedings of the 16th International Conference on Data Engineering
Journal of Functional Programming
Type-directed weaving of aspects for higher-order functional languages
Proceedings of the 2006 ACM SIGPLAN symposium on Partial evaluation and semantics-based program manipulation
Commercial uses: Going functional on exotic trades
Journal of Functional Programming
Multi-classifier based on Elliott wave's recognition
Computers & Mathematics with Applications
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It is an established notion among financial analysts that price moves in patterns and these patterns can be used to forecast future price. As the definitions of these patterns are often subjective, every analyst has a need to define and search meaningful patterns from historical time series quickly and efficiently. However, such discovery process can be extremely laborious and technically challenging in the absence of a high-level pattern definition language. In this paper, we propose a chart-pattern language (CPL for short) to facilitate pattern discovery process. Our language enables financial analysts to (1) define patterns with subjective criteria, through introduction of fuzzy constraints, and (2) incrementally compose complex patterns from simpler patterns. We demonstrate through an array of examples how real life patterns can be expressed in CPL. In short, CPL provides a high-level platform upon which analysts can define and search patterns easily and without any programming expertise. CPL is a domain-specific language embedded in Haskell. We show how various features of a functional language, such as pattern matching, higher-order functions, lazy evaluation, facilitate pattern definitions and implementation. Furthermore Haskell's type system frees the Programmers from annotating the programs with types.