Clustering of financial time series in risky scenarios.
Fabrizio DuranteRoberta PappadàNicola TorelliPublished in: Adv. Data Anal. Classif. (2014)
Keyphrases
- financial time series
- financial time series forecasting
- stock market
- clustering method
- clustering algorithm
- k means
- turning points
- non stationary
- multivariate time series
- financial data
- data points
- categorical data
- stock exchange
- cluster analysis
- stock price
- high dimensional data
- spatial information
- log files
- feature space