Clustering High-frequency Stock Data for Trading Volatility Analysis.

Xiao-Wei Ai Tianming Hu Xi Li Hui Xiong

Published in: ICMLA (2010)

Keyphrases

high frequency
stock data
low frequency
stock trading
stock market
clustering algorithm
stock returns
trend analysis
data analysis
data sets
wavelet coefficients
wavelet transform
discrete wavelet transform
subband
wavelet domain
long term
preprocessing
low bit rate coding