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Symbolic Time Series Analysis for Trading by Младен Видовић is a document available to read on EtoBox.

What is Symbolic Time Series Analysis for Trading about?

This document discusses using symbolic time series analysis to predict patterns in noisy, non-stationary time series, like financial data. It proposes quantizing real-valued data into discrete symbols to reduce noise before applying predictive models like Markov models. The authors simulate trading strategies on stock market indexes based on predictions of daily volatility differences from these symbolic models. Their experiments show quantization can benefit prediction by filtering noise, and symbolic mode

Author

Младен Видовић

Language

EN