TSX: A Novel Symbolic Representation for Financial Time Series.

Guiling Li Liping Zhang Linquan Yang

Published in: PRICAI (2012)

Keyphrases

symbolic representation
financial time series
stock market
financial time series forecasting
financial data
turning points
non stationary
real valued
stock price
exchange rate
multivariate time series
original data
data sets
keywords
knowledge discovery
text classification