Effect of dimensionality reduction on stock selection with cluster analysis in different market situations.
Jingti HanZhipeng GePublished in: Expert Syst. Appl. (2020)
Keyphrases
- cluster analysis
- dimensionality reduction
- chinese stock market
- stock price
- unsupervised learning
- stock market
- multidimensional scaling
- categorical data
- clustering method
- k means
- data analysis
- hierarchical latent class models
- clustering algorithm
- discriminant analysis
- data mining
- factor analysis
- feature extraction
- principal component analysis
- high dimensional data
- data clustering
- real world
- correlation analysis
- fuzzy c means
- feature space
- data mining techniques
- fuzzy clustering
- high dimensional
- low dimensional
- stock data
- cluster validity
- data points
- collaborative filtering
- pattern recognition
- image processing
- machine learning
- trading systems