Evolutionary segmentation of financial time series into subsequences.

Tak-Chung Fu Fu-Lai Chung Vincent T. Y. Ng Robert W. P. Luk

Published in: CEC (2001)

Keyphrases

financial time series
financial time series forecasting
stock market
segmentation algorithm
financial data
turning points
image segmentation
non stationary
stock exchange
multiscale
multivariate time series
stock price
exchange rate
object segmentation
short term
segmentation method
stock returns
long term