Fuzzy Cluster Analysis of Financial Time Series and Their Volatility Assessment.
Adrian StetcoXiao-Jun ZengJohn A. KeanePublished in: SMC (2013)
Keyphrases
- cluster analysis
- financial time series
- stock market
- fuzzy clustering
- cluster validity
- financial time series forecasting
- turning points
- stock price
- categorical data
- non stationary
- exchange rate
- financial data
- clustering method
- stock exchange
- clustering algorithm
- multivariate time series
- stock returns
- data mining
- hierarchical latent class models
- data analysis
- dimension reduction
- fuzzy c means
- unsupervised learning
- cluster validity index
- fuzzy sets
- k means
- data mining techniques
- membership functions
- computer vision
- short term
- active learning
- training data
- metadata
- databases
- data sets