Stock Time Series Categorization and Clustering Via SB-Tree Optimization.

Tak-Chung Fu Chi-wai Law Kin-kee Chan Korris Fu-Lai Chung Chak-man Ng

Published in: FSKD (2006)

Keyphrases

stock market
clustering algorithm
stock price
clustering method
streaming time series
data mining tasks
stock data
multivariate time series
k means
optimization problems

optimization algorithm
tree structure
data clustering
hierarchical clustering
dynamic time warping
hierarchical tree
self organizing maps
unsupervised learning
text categorization
spectral clustering

high dimensional data
categorical data
autoregressive
optimization process
stock trading
global optimization
stock market data
multivariate time series data
alternating optimization
non stationary

high dimension space
gene expression time series
spanning tree
fuzzy clustering
document clustering
optimization method
hierarchical structure
information theoretic
evolutionary algorithm