WIT Press


Pattern Recognition Through Perceptually Important Points In Financial Time Series

Price

Free (open access)

Paper DOI

10.2495/CF040241

Volume

38

Pages

12

Published

2004

Size

402 kb

Author(s)

G. Zaib, U. Ahmed & A. Ali

Abstract

Technical Analysis is a financial risk management practice that has been in use since the advent of the stock market and Pattern Recognition is an indivisible part of it. There has been a lot of research into pattern recognition in time series. Existing pattern recognition techniques lack dynamic extensibility. They do not provide any interfaces in order to include new patterns for recognition dynamically. This limits the operability of these techniques to a particular domain. This research devises a new technique for domain independent pattern recognition while giving sufficient speed and accuracy. This enables it to be used by critical Decision Support Systems for time series of different domains. The system emulates the human visual cognition process by implementing the

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