Representing financial time series based on data point importance.
Tak-Chung FuKorris Fu-Lai ChungRobert Wing Pong LukChak-man NgPublished in: Eng. Appl. Artif. Intell. (2008)
Keyphrases
- financial time series
- data points
- nearest neighbor
- financial time series forecasting
- stock market
- turning points
- financial data
- non stationary
- neighboring points
- hyperplane
- multivariate time series
- high dimensional
- stock price
- exchange rate
- stock exchange
- dimensionality reduction
- low dimensional
- dimensional data
- high dimensional data
- feature space
- feature selection
- historical data
- knn