Finding the clusters with potential value in financial time series based on agglomerative hierarchical clustering.
Shiyang YouYudan WangLinkai LuoHong PengPublished in: ICCSE (2016)
Keyphrases
- agglomerative hierarchical clustering
- financial time series
- hierarchical clustering
- clustering algorithm
- hierarchical clustering algorithm
- stock market
- financial time series forecasting
- k means
- non stationary
- financial data
- model based clustering
- turning points
- vector space model
- exchange rate
- clustering method
- multivariate time series
- high dimensional
- data analysis
- feature selection