Finding Strong Relationships of stock prices using blockwise symbolic representation with dynamic time warping.
Thunchira ThongmeeHiroto SuzukiTakahiro OhnoUdom SilparchaPublished in: INISTA (2014)
Keyphrases
- dynamic time warping
- symbolic representation
- stock price
- euclidean distance
- stock market
- distance measure
- real valued
- dow jones
- stock exchange
- edit distance
- similarity measure
- non stationary
- historical data
- similarity search
- news articles
- machine learning
- tft lcd
- data sets
- pattern recognition
- databases
- high dimensional