Experimental analysis of similarity measurements for multivariate time series and its application to the stock market.
Zhong-Liang XiangRui WangXiang-Ru YuBo LiYuan YuPublished in: Appl. Intell. (2023)
Keyphrases
- stock market
- multivariate time series
- garch model
- financial time series
- stock exchange
- multivariate time series data
- short term
- similarity measure
- trading rules
- stock price
- temporal data
- financial data
- stock trading
- temporal patterns
- categorical data
- financial markets
- long term
- stock index futures
- dimension reduction
- neural network
- human motion
- spatial structure
- edge detection
- preprocessing