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A proposal of a methodological framework with experimental guidelines to investigate clustering stability on financial time series.
Gautier Marti
Philippe Very
Philippe Donnat
Frank Nielsen
Published in:
CoRR (2015)
Keyphrases
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methodological framework
financial time series
clustering method
clustering algorithm
k means
data points
turning points
financial time series forecasting
unsupervised learning
non stationary
stock market
cost sensitive
exchange rate