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Time Series Segmentation as a Discovery Tool - A Case Study of the US and Japanese Financial Markets.
Jian Cheng Wong
Gladys Hui Ting Lee
Yiting Zhang
Woei Shyr Yim
Robert Paulo Fornia
Danny Yuan Xu
Jun Liang Kok
Siew Ann Cheong
Published in:
KDIR (2011)
Keyphrases
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financial markets
stock market
stock price
portfolio selection
level set
technical indicators
image segmentation
segmentation algorithm
financial time series
trading rules
non stationary
stock exchange
garch model
data mining
test bed
risk management