A polygon description based similarity measurement of stock market behavior.
Por-Shen LaiHsin-Chia FuPublished in: IEEE Congress on Evolutionary Computation (2007)
Keyphrases
- stock market
- similarity measurement
- euclidean distance
- short term
- retrieval method
- stock price
- trading rules
- stock exchange
- stock trading
- similarity metric
- distance metric
- stock index futures
- similarity measure
- financial data
- financial time series
- semantic similarity
- long term
- stock data
- financial news
- dynamic time warping
- distance measure
- high level
- financial markets
- retrieval process
- garch model
- edit distance
- shape descriptors
- feature vectors
- stock returns
- information retrieval