Please wait, while we are loading the content...
| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Souza, V.L.F. Brasileiro, R.C. Oliveira, A.L.I. |
| Copyright Year | 2015 |
| Description | Author affiliation: Center of Inf., Fed. Univ. of Pernambuco, Recife, Brazil (Souza, V.L.F.; Brasileiro, R.C.; Oliveira, A.L.I.) |
| Abstract | Particle Swarm Optimization algorithm (PSO), when applied to problems with continuous variables, presents results with better quality at a lower computational cost when compared to the Genetic Algorithm (GA). Thus, the PSO becomes a very useful method to be applied with investment strategies used to optimize profit from operations made in the stock market, since investors seek quick and profitable results for their decision making. In this context, the Symbolic Aggregate Approximation (SAX) and Piecewise Aggregate Approximation (PAA) are time series representation techniques that, when used with optimization algorithms like PSO or GA, can help investors discover hidden and relevant patterns in financial time series data. The SAX uses discrete variables to represent their values, whereas PAA uses continuous values. Thus, this paper proposes the PAA-PSO technique, which combines the PAA with the optimization of PSO for discovery of patterns that will be used with a formulated investment strategy in order to maximize the profit from operations made in the stock market. Experiments that compare the proposed method to the results of the SAX-GA technique, which combines the techniques of SAX and GA in their investment strategy, are reported. |
| Starting Page | 1 |
| Ending Page | 8 |
| File Size | 1585852 |
| Page Count | 8 |
| File Format | |
| ISSN | 21614407 |
| e-ISBN | 9781479919604 |
| DOI | 10.1109/IJCNN.2015.7280681 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2015-07-12 |
| Publisher Place | Ireland |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Discrete wavelet transforms artificial intelligence Pattern discovery and classification Data mining time series financial market particle swarm optimization |
| Content Type | Text |
| Resource Type | Article |
National Digital Library of India (NDLI) is a virtual repository of learning resources which is not just a repository with search/browse facilities but provides a host of services for the learner community. It is sponsored and mentored by Ministry of Education, Government of India, through its National Mission on Education through Information and Communication Technology (NMEICT). Filtered and federated searching is employed to facilitate focused searching so that learners can find the right resource with least effort and in minimum time. NDLI provides user group-specific services such as Examination Preparatory for School and College students and job aspirants. Services for Researchers and general learners are also provided. NDLI is designed to hold content of any language and provides interface support for 10 most widely used Indian languages. It is built to provide support for all academic levels including researchers and life-long learners, all disciplines, all popular forms of access devices and differently-abled learners. It is designed to enable people to learn and prepare from best practices from all over the world and to facilitate researchers to perform inter-linked exploration from multiple sources. It is developed, operated and maintained from Indian Institute of Technology Kharagpur.
Learn more about this project from here.
NDLI is a conglomeration of freely available or institutionally contributed or donated or publisher managed contents. Almost all these contents are hosted and accessed from respective sources. The responsibility for authenticity, relevance, completeness, accuracy, reliability and suitability of these contents rests with the respective organization and NDLI has no responsibility or liability for these. Every effort is made to keep the NDLI portal up and running smoothly unless there are some unavoidable technical issues.
Ministry of Education, through its National Mission on Education through Information and Communication Technology (NMEICT), has sponsored and funded the National Digital Library of India (NDLI) project.
| Sl. | Authority | Responsibilities | Communication Details |
|---|---|---|---|
| 1 | Ministry of Education (GoI), Department of Higher Education |
Sanctioning Authority | https://www.education.gov.in/ict-initiatives |
| 2 | Indian Institute of Technology Kharagpur | Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project | https://www.iitkgp.ac.in |
| 3 | National Digital Library of India Office, Indian Institute of Technology Kharagpur | The administrative and infrastructural headquarters of the project | Dr. B. Sutradhar bsutra@ndl.gov.in |
| 4 | Project PI / Joint PI | Principal Investigator and Joint Principal Investigators of the project |
Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon |
| 5 | Website/Portal (Helpdesk) | Queries regarding NDLI and its services | support@ndl.gov.in |
| 6 | Contents and Copyright Issues | Queries related to content curation and copyright issues | content@ndl.gov.in |
| 7 | National Digital Library of India Club (NDLI Club) | Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach | clubsupport@ndl.gov.in |
| 8 | Digital Preservation Centre (DPC) | Assistance with digitizing and archiving copyright-free printed books | dpc@ndl.gov.in |
| 9 | IDR Setup or Support | Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops | idr@ndl.gov.in |
|
Loading...
|