Clustering Based Prediction of Financial Data by ARMA Model.
Duobiao NingSiyu ZhangWenfei ChenXinqiao YuPublished in: ISICA (1) (2017)
Keyphrases
- financial data
- financial time series
- arma model
- turning points
- moving average
- stock market
- stock trading
- stock exchange
- stock price
- bankruptcy prediction
- credit risk
- financial ratios
- financial statements
- credit card
- financial information
- linear regression model
- long term
- autoregressive
- non stationary
- failure prediction
- data warehouse
- multi class