Stock Price Manipulation Detection Using Empirical Mode Decomposition Based Kernel Density Estimation Clustering Method.
Baqar AbbasAmmar BelatrecheAhmed BouridanePublished in: IntelliSys (2) (2018)
Keyphrases
- clustering method
- stock price
- kernel density estimation
- empirical mode decomposition
- non stationary
- stock market
- similarity measure
- density estimation
- clustering algorithm
- mean shift
- probability density function
- object segmentation
- object detection
- density function
- multi band
- detection algorithm
- generative model
- k means
- historical data
- object recognition
- multiscale
- data analysis
- wavelet decomposition