Using Clustering Method to Understand Indian Stock Market Volatility.
Tamal Datta ChaudhuriIndranil GhoshPublished in: CoRR (2016)
Keyphrases
- clustering method
- stock market
- stock index futures
- garch model
- stock price
- financial time series
- stock trading
- clustering algorithm
- short term
- stock returns
- stock exchange
- chinese stock market
- financial markets
- similarity measure
- trading rules
- fuzzy c means
- subspace clustering
- hierarchical clustering
- spectral clustering
- k means
- stock data
- financial data
- clustering framework
- cluster analysis
- clustering analysis
- document clustering
- affinity propagation
- stock market data
- listed companies
- portfolio optimization
- financial news
- stock index
- long term
- market data
- clustering result
- graph clustering