Simulating Price Interactions by Mining Multivariate Financial Time Series.
Bruno SilvaLuís CaviqueNuno Cavalheiro MarquesPublished in: UDM@IJCAI (2013)
Keyphrases
- financial time series
- multivariate time series
- stock market
- financial time series forecasting
- non stationary
- stock exchange
- turning points
- exchange rate
- financial data
- regression model
- stock price
- text mining
- itemsets
- frequent patterns
- knowledge discovery
- data mining
- low dimensional
- high dimensional
- website
- stock returns