Pattern recognition algorithm optimization
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17310%2F13%3AA13014ZW" target="_blank" >RIV/61988987:17310/13:A13014ZW - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Pattern recognition algorithm optimization
Original language description
In this article, a short introduction into the field of pattern recognition in time series has been given. Our goal is to find and recognize important patterns which repeatedly appear in the market history. We focus on recognition made by the proposed algorithms based on artificial neural networks. We used a simple Hebb classifier with a proposed modification. Finally, we present comparison results of trading based on both recommendations: using proposed Hebb neural network implementation, and human expert.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
IN - Informatics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Nostradamus
ISBN
978-3-642-33226-5
ISSN
2194-5357
e-ISSN
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Number of pages
10
Pages from-to
251-260
Publisher name
Springer
Place of publication
Berlin Heidelberg
Event location
Ostrava
Event date
Sep 5, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000313767300026