Price graphs: Utilizing the structural information of financial time series for stock prediction.
Junran WuKe XuXueyuan ChenShangzhe LiJichang ZhaoPublished in: Inf. Sci. (2022)
Keyphrases
- financial time series
- structural information
- stock market
- stock price
- financial time series forecasting
- topological information
- stock exchange
- non stationary
- turning points
- structural similarity
- financial data
- short term
- stock returns
- exchange rate
- stock data
- databases
- multivariate time series
- historical data
- semantic information
- data mining
- information retrieval
- support vector regression
- social networks
- metadata