Data Mining for the Detection of Turning Points in Financial Time Series.

Thorsten Poddig Claus Huber

Published in: IDA (1999)

Keyphrases

turning points
financial time series
data mining
stock market
financial time series forecasting
financial data
exchange rate
detection algorithm
non stationary
stock price
machine learning
multivariate time series
knowledge discovery
cluster analysis
text mining
association rules
data mining techniques