Mining Structural Changes in Financial Time Series with Gray System.
Junfeng QuHamid R. ArabniaPublished in: DMIN (2005)
Keyphrases
- financial time series
- financial time series forecasting
- stock market
- turning points
- non stationary
- financial data
- stock exchange
- exchange rate
- text mining
- data mining
- multivariate time series
- stock price
- pattern mining
- knowledge discovery
- data structure
- frequent patterns
- data mining techniques
- stock returns
- data streams
- image sequences
- machine learning