Financial time series pattern matching with extended UCR Suite and Support Vector Machine.
Xueyuan GongYain-Whar SiSimon FongRobert P. Biuk-AghaiPublished in: Expert Syst. Appl. (2016)
Keyphrases
- pattern matching
- financial time series
- support vector machine
- stock market
- financial time series forecasting
- turning points
- financial data
- non stationary
- regular expressions
- matching process
- stock price
- support vector
- feature selection
- pattern matching algorithm
- exchange rate
- approximate pattern matching
- string matching
- databases
- suffix tree
- long term
- feature vectors
- support vector machine svm
- multi class
- dynamic programming
- data sets
- boyer moore