Gaussian Mixture and Kernel Density-Based Hybrid Model for Volatility Behavior Extraction From Public Financial Data.
Smail TiganiHasna ChaibiRachid SaadanePublished in: Data (2019)
Keyphrases
- hybrid model
- financial data
- gaussian mixture
- stock market
- stock trading
- stock price
- financial crisis
- financial time series
- stock market data
- em algorithm
- stock exchange
- hybrid models
- artificial neural networks
- expectation maximization
- support vector regression
- closed form
- probability density function
- support vector
- gaussian mixture model
- covariance matrix
- density estimation
- historical data
- autoregressive conditional heteroscedasticity
- short term
- kernel function
- anomaly detection
- mixture model
- information extraction
- computer vision
- probabilistic model
- feature space
- clustering algorithm
- non stationary
- support vector machine svm
- exchange rate
- credit card
- data sets
- image patches
- image processing
- probability distribution
- news articles