Fast Parallel Constrained Viterbi Algorithm for Big Data with Applications to Financial Time Series.
Imad SassiSamir AnterAbdelkrim BekkhouchaPublished in: ICRSA (2021)
Keyphrases
- big data
- viterbi algorithm
- financial time series
- hidden markov models
- financial time series forecasting
- stock market
- markov model
- n gram
- dynamic programming
- non stationary
- financial data
- data management
- data analysis
- social media
- cloud computing
- big data analytics
- turning points
- stock price
- data processing
- knowledge discovery
- business intelligence
- data warehousing
- exchange rate
- case study
- information processing
- decision support
- parallel processing
- long term
- multivariate time series
- topic models
- commodity hardware
- parallel computing
- recurrent neural networks
- database
- knowledge management
- text mining
- data model
- data sets