Clustering of exchange rates and their dynamics under different dependence measures.
Martí RenedoArgimiro ArratiaPublished in: MIDAS@PKDD/ECML (2016)
Keyphrases
- exchange rate
- clustering algorithm
- clustering method
- k means
- spectral clustering
- hierarchical clustering
- affinity measure
- stock price
- dynamic model
- self organizing maps
- information theoretic
- document clustering
- data mining
- foreign exchange
- categorical data
- evaluation measures
- data clustering
- dynamical systems
- search engine
- outlier detection
- topic models
- high dimensional data
- natural language processing
- natural language
- decision making
- risk aversion
- neural network
- currency exchange