A clustering time series model for the optimal hedge ratio decision making.

Yu-Chia Hsu An-Pin Chen

Published in: Neurocomputing (2014)

Keyphrases

decision making
clustering algorithm
decision model
closed form
mathematical model
computational model
objective function
prior knowledge
sensitivity analysis
probabilistic model
data points
management system
worst case
high dimensional data
k means
optimal solution
stock price
bayesian networks