Self-organizing maps as a foundation for charting or geometric pattern recognition in financial time series.
Chueh-Yung TsaoShu-Heng ChenPublished in: CIFEr (2003)
Keyphrases
- self organizing maps
- financial time series
- pattern recognition
- neural network
- stock market
- financial time series forecasting
- turning points
- non stationary
- financial data
- competitive learning
- neural gas
- unsupervised learning
- exchange rate
- stock price
- multivariate time series
- geometric structure
- network anomaly detection
- input data
- feature extraction
- decision trees
- image processing
- learning algorithm