Multi-dimensional pattern discovery in financial time series using sax-ga with extended robustness - researchr publication authors

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António Canelas, Rui Ferreira Neves, Nuno Horta. Multi-dimensional pattern discovery in financial time series using sax-ga with extended robustness. In Christian Blum, Enrique Alba, editors, Genetic and Evolutionary Computation Conference, GECCO '13, Amsterdam, The Netherlands, July 6-10, 2013, Companion Material Proceedings. pages 179-180, ACM, 2013. [doi]

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