Tracking the Evolution of Financial Time Series Clusters.

Davide Azzalini Fabio Azzalini Mirjana Mazuran Letizia Tanca

Published in: DSMM@SIGMOD (2019)

Keyphrases

financial time series
stock market
financial time series forecasting
non stationary
turning points
clustering algorithm
financial data
stock exchange
stock price
exchange rate
multivariate time series
linear discriminant analysis
cluster analysis