Volatility Trading ia Temporal Pattern Recognition in Quantised Financial Time Series.
Peter TiñoChristian SchittenkopfGeorg DorffnerPublished in: Pattern Anal. Appl. (2001)
Keyphrases
- financial time series
- technical indicators
- stock exchange
- pattern recognition
- stock market
- stock price
- multivariate time series
- financial time series forecasting
- turning points
- exchange rate
- financial data
- financial markets
- stock returns
- stock trading
- non stationary
- stock data
- foreign exchange
- trading systems
- temporal patterns
- temporal data
- machine learning
- temporal reasoning
- temporal information
- spatio temporal
- computer vision
- temporal constraints
- dimensionality reduction
- long term
- image processing
- historical data
- short term
- support vector machine svm
- garch model
- feature extraction