Essay on Volatility Clusters and Time Series Prediction.
Georgy UrumovPanagiotis ChountasPublished in: IS (2022)
Keyphrases
- clustering algorithm
- artificial neural networks
- non stationary
- neuro fuzzy
- stock market
- neural network model
- unsupervised clustering
- fuzzy clustering
- hierarchical clustering
- hierarchical structure
- garch model
- document clustering
- recurrent neural networks
- function approximation
- graph clustering
- self organizing maps
- multivariate time series
- autoregressive conditional heteroscedasticity
- overlapping clusters
- chinese stock market
- moving average
- arbitrary shape
- prediction model
- data clustering
- data distribution
- support vector