├── README.md
├── alphabetBreakpoints.mat
├── data
│ ├── AAPL_testing.csv
│ ├── AAPL_training.csv
│ ├── CAH_testing.csv
│ ├── CAH_training.csv
│ ├── CI_testing.csv
│ ├── CI_training.csv
│ ├── CNL_testing.csv
│ ├── CNL_training.csv
│ ├── ESL_testing.csv
│ ├── ESL_training.csv
│ ├── GE_testing.csv
│ ├── GE_training.csv
│ ├── HIW_testing.csv
│ ├── HIW_training.csv
│ ├── WDC_testing.csv
│ ├── WDC_training.csv
│ ├── XOM_testing.csv
│ └── XOM_training.csv
├── dist.m
├── earningsOnInvestment.m
├── gaussianConvolution.m
├── geneticAlgorithm.m
├── main.m
├── mindist.m
├── reduceToSax.m
├── results
│ ├── apple_result_1.mat
│ ├── apple_result_2.mat
│ ├── cah_result_1.mat
│ ├── ci_result_1.mat
│ ├── cnl_result_1.mat
│ ├── esl_result_1.mat
│ ├── ge_result_1.mat
│ ├── ge_result_2.mat
│ ├── hiw_result_1.mat
│ ├── wdc_result_1.mat
│ └── xom_result_1.mat
├── returnsOnTestData.m
└── twoPointCrossover.m
README.md - This file describing files and code.
alphabetBreakpoints.mat - A matlab data file containing reference to breakpoints for the number of alphabets specified.
data - Folder containing stock price data for several stocks seperated into training and testing data.
dist.m - Simple distance method proposed in research.
earningsOnInvestment.m - Fitness function calculating the amount of earnings made based on individual.
gaussianConvolution.m - Function that preforms guassian convolution for mutation.
geneticAlgorithm.m - Script which runs the entire sequence to get the best pattern and decision paramters for a stock.
main.m - Script file that coordinates the control of the entire program. Running this file in matlab will take stock information from the data files and display its SAX sequence patterns.
mindist.m - A distance measure for the SAX pattern.
reduceToSax.m - Function file which converts a time series to an SAX pattern based on the paramters passed in.
results - Holds the results on experiements run.
returnsOnTestData.m - A utility that helps on running the investment strategy on test data.
twoPointCrossover.m - Function which preforms two point crossover on two individual.