Autoencoder-Enhanced Clustering: A Dimensionality Reduction Approach to Financial Time Series.
Daniel González-CortésEnrique OnievaIker Pastor-LópezLaura TrincheraJian WuPublished in: IEEE Access (2024)
Keyphrases
- financial time series
- dimensionality reduction
- financial time series forecasting
- pattern recognition and machine learning
- high dimensional data
- stock market
- high dimensionality
- data points
- clustering algorithm
- multivariate time series
- non stationary
- unsupervised learning
- clustering method
- feature extraction
- principal component analysis
- stock price
- financial data
- high dimensional
- linear discriminant analysis
- turning points
- stock exchange
- text categorization
- low dimensional
- k means
- feature selection
- nearest neighbor
- support vector regression
- dimension reduction
- cluster analysis
- pattern recognition