Application of self-organizing maps to clustering of high-frequency Financial data.
Adam BlazejewskiRichard CogginsPublished in: ACSW (2004)
Keyphrases
- self organizing maps
- high frequency
- financial data
- low frequency
- neural gas
- neural network
- k means
- subband
- high resolution
- learning vector quantization
- unsupervised learning
- input data
- wavelet transform
- cluster analysis
- discrete wavelet transform
- data sets
- multiresolution
- face recognition
- som neural network
- image compression