Regime dependent interconnectedness among fuzzy clusters of financial time series.
Giovanni De LucaPaola ZuccolottoPublished in: Adv. Data Anal. Classif. (2021)
Keyphrases
- financial time series
- fuzzy clustering
- financial time series forecasting
- stock market
- non stationary
- clustering algorithm
- turning points
- financial data
- fuzzy sets
- stock price
- cluster analysis
- stock exchange
- exchange rate
- fuzzy c means
- stock returns
- data points
- multivariate time series
- dimensionality reduction
- face recognition