Fuzzy Clustering of the Self-Organizing Map: Some Applications on Financial Time Series.
Peter SarlinTomas EklundPublished in: WSOM (2011)
Keyphrases
- fuzzy clustering
- financial time series
- stock market
- financial time series forecasting
- financial data
- fuzzy c means
- non stationary
- turning points
- fuzzy clustering algorithm
- exchange rate
- stock price
- membership functions
- fuzzy c means algorithm
- fuzzy clustering method
- clustering algorithm
- fuzzy clustering algorithms
- multivariate time series
- fuzzy c means clustering algorithm
- cluster analysis
- image processing
- fuzzy rules
- feature extraction
- possibilistic clustering