Stock market co-movement assessment using a three-phase clustering method.
Saeed Reza AghabozorgiYing Wah TehPublished in: Expert Syst. Appl. (2014)
Keyphrases
- clustering method
- stock market
- stock price
- short term
- clustering algorithm
- trading rules
- stock index futures
- spectral clustering
- stock trading
- stock exchange
- hierarchical clustering
- k means
- subspace clustering
- financial markets
- cluster analysis
- similarity measure
- stock data
- document clustering
- affinity propagation
- financial time series
- financial news
- financial data
- clustering analysis
- listed companies
- garch model
- stock returns
- hierarchical clustering algorithm
- fuzzy c means
- stock market data
- long term
- clustering framework
- data analysis
- clustering result
- fuzzy c means clustering