Using Market Indicators to Eliminate Local Trends for Financial Time Series Cross-Correlation Analysis.
Zohreh AlamatianMajid Vafaei JahanAmin Milani FardPublished in: Canadian Conference on AI (2021)
Keyphrases
- correlation analysis
- financial time series
- stock market
- financial data
- stock price
- stock returns
- stock exchange
- financial time series forecasting
- correlation coefficient
- turning points
- non stationary
- regression analysis
- factor analysis
- short term
- cluster analysis
- financial markets
- exchange rate
- long term
- historical data
- multivariate time series
- object recognition
- image processing
- principal components
- credit card
- data analysis
- pattern recognition
- feature extraction