Clustering Financial Time Series: How Long Is Enough?.
Gautier MartiSébastien AndlerFrank NielsenPhilippe DonnatPublished in: IJCAI (2016)
Keyphrases
- financial time series
- financial time series forecasting
- stock market
- clustering algorithm
- non stationary
- turning points
- clustering method
- cluster analysis
- multivariate time series
- k means
- unsupervised learning
- stock exchange
- stock returns
- exchange rate
- data points
- high dimensional data
- long term
- financial data
- website