FinTime - A Financial Time Series Benchmark.

Kaippallimalil J. Jacob Dennis E. Shasha

Published in: SIGMOD Rec. (1999)

Keyphrases

financial time series
stock market
financial time series forecasting
turning points
non stationary
financial data
stock exchange
stock price
exchange rate
short term
stock returns
multivariate time series
image sequences
long term
text categorization
temporal information