A tail dependence-based dissimilarity measure for financial time series clustering.
Giovanni De LucaPaola ZuccolottoPublished in: Adv. Data Anal. Classif. (2011)
Keyphrases
- dissimilarity measure
- shape recognition
- similarity measure
- distance measure
- clustering method
- feature space
- stock market
- dissimilarity representation
- decision making
- triangle inequality
- edit distance
- distance metric
- distance function
- financial services
- fuzzy c means algorithm
- stock price
- power law
- financial markets
- high dimensional
- neural network
- risk management
- adaptive support weight