Feature Clustering with Self-organizing Maps and an Application to Financial Time-series for Portfolio Selection.
Bruno SilvaNuno Cavalheiro MarquesPublished in: IJCCI (ICFC-ICNC) (2010)
Keyphrases
- self organizing maps
- portfolio selection
- financial time series
- stock market
- financial markets
- neural network
- k means
- neural gas
- unsupervised learning
- stock price
- non stationary
- financial data
- input data
- stock exchange
- feature vectors
- optimal portfolio
- data sets
- robust optimization
- machine learning
- text classification
- dynamic programming
- short term
- multi objective
- evolutionary algorithm
- multivariate time series
- pattern recognition
- computer vision
- data mining