Identifying Market Behaviours Using European Stock Index Time Series by a Hybrid Segmentation Algorithm.
Antonio Manuel Durán-RosalMonica-de la Paz-MarinPedro Antonio GutiérrezCésar Hervás-MartínezPublished in: Neural Process. Lett. (2017)
Keyphrases
- segmentation algorithm
- stock index
- stock market
- stock price
- stock exchange
- garch model
- financial markets
- stock index futures
- portfolio management
- automatic segmentation
- financial time series
- trading systems
- unsupervised segmentation
- image segmentation
- graph cuts
- input image
- non stationary
- region growing
- short term
- superpixels
- historical data
- financial data
- segmentation method
- object segmentation
- portfolio optimization
- multivariate time series
- long term
- homogeneous regions
- pairwise
- exchange rate
- portfolio selection
- higher order
- linear text segmentation