Enhanced symbolic description in analyzing patterns and volatility on the forex market
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In this paper, we propose a novel approach for transforming nancial time-series values into symbolic representation based on value changes. Such approach seems to have few advantages over the existing approaches; one of the most obvious is noise reduction in the data and another one is possibility to ¯nd patterns which are universal for investigating dierent currency pairs.
Nội dung trích xuất từ tài liệu:
Enhanced symbolic description in analyzing patterns and volatility on the forex market
Nội dung trích xuất từ tài liệu:
Enhanced symbolic description in analyzing patterns and volatility on the forex market
Tìm kiếm theo từ khóa liên quan:
Enhanced symbolic description Analyzing patterns on the forex market Volatility on the forex market Data prediction Pattern recognitionGợi ý tài liệu liên quan:
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