Mining subsequent trend patterns from financial time series.
Yuqing WanRaymond Yiu-Keung LauYain-Whar SiPublished in: Int. J. Wavelets Multiresolution Inf. Process. (2020)
Keyphrases
- financial time series
- turning points
- pattern mining
- financial time series forecasting
- stock market
- sequential patterns
- frequent patterns
- data mining techniques
- multivariate time series
- financial data
- non stationary
- pattern discovery
- stock exchange
- data mining
- text mining
- stock returns
- stock price
- stock data
- temporal patterns
- exchange rate
- association rule mining
- itemsets
- principal component analysis