Cluster analysis of high-dimensional high-frequency financial time series.
Syed Ahmed PashaPhilip Heng Wai LeongPublished in: CIFEr (2013)
Keyphrases
- cluster analysis
- high frequency
- financial time series
- high dimensional
- stock market
- low frequency
- categorical data
- multivariate time series
- dimension reduction
- financial data
- non stationary
- clustering method
- low dimensional
- high resolution
- wavelet transform
- k means
- exchange rate
- clustering algorithm
- data analysis
- stock price
- high dimensional data
- unsupervised learning
- hierarchical latent class models
- data mining
- high dimensionality
- dimensionality reduction
- wavelet domain
- feature space
- data mining techniques
- subband
- data points
- wavelet coefficients
- short term
- long term
- pattern recognition
- text classification
- image compression
- high quality
- image processing
- computer vision
- frequency domain
- data sets