A similarity measurement for time series and its application to the stock market.
Feng ZhaoYating GaoXinning LiZhiyong AnShiyu GeCaiming ZhangPublished in: Expert Syst. Appl. (2021)
Keyphrases
- stock market
- similarity measurement
- financial time series
- stock price
- dynamic time warping
- short term
- retrieval method
- stock data
- euclidean distance
- similarity metric
- trading rules
- stock market data
- similarity measure
- stock exchange
- semantic similarity
- similarity search
- long term
- distance metric
- financial data
- non stationary
- garch model
- retrieval process
- financial markets
- stock index futures
- shape descriptors
- nearest neighbor
- high dimensional
- information retrieval