Evaluating financial time series models for irregularly spaced data: A spectral density approach.

Pierre Duchesne Maria Pacurar

Published in: Comput. Oper. Res. (2008)

Keyphrases

dimensionality reduction
high dimensional
data sets
feature selection
data analysis
historical data
temporal data
three dimensional
original data
data mining
knowledge discovery
association rule mining
stock market
financial time series
irregularly spaced