Multi-dimensional pattern discovery in financial time series using sax-ga with extended robustness.
António CanelasRui Ferreira NevesNuno HortaPublished in: GECCO (Companion) (2013)
Keyphrases
- pattern discovery
- financial time series
- multi dimensional
- sequential patterns
- stock market
- financial time series forecasting
- pattern mining
- recurring patterns
- data analysis
- association rule mining
- financial data
- genetic algorithm
- stock price
- temporal patterns
- non stationary
- recursive partitioning
- interesting patterns
- discovering patterns
- turning points
- sequential pattern mining
- data mining
- temporal data mining
- multivariate time series
- exchange rate
- high dimensional
- data sets
- long term
- evolutionary algorithm
- information extraction