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

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]

@inproceedings{CanelasNH13,
  title = {Multi-dimensional pattern discovery in financial time series using sax-ga with extended robustness},
  author = {António Canelas and Rui Ferreira Neves and Nuno Horta},
  year = {2013},
  doi = {10.1145/2464576.2464664},
  url = {http://doi.acm.org/10.1145/2464576.2464664},
  researchr = {https://researchr.org/publication/CanelasNH13},
  cites = {0},
  citedby = {0},
  pages = {179-180},
  booktitle = {Genetic and Evolutionary Computation Conference, GECCO '13, Amsterdam, The Netherlands, July 6-10, 2013, Companion Material Proceedings},
  editor = {Christian Blum and Enrique Alba},
  publisher = {ACM},
  isbn = {978-1-4503-1964-5},
}