Change Detection of Orders in Stock Markets using a Gaussian Mixture Model.
Bungo MiyazakiKiyoshi IzumiFujio ToriumiRyo TakahashiPublished in: Intell. Syst. Account. Finance Manag. (2014)
Keyphrases
- change detection
- gaussian mixture model
- stock market
- mixture model
- remote sensing
- remote sensing images
- short term
- feature vectors
- em algorithm
- maximum likelihood
- data streams
- monetary policy
- stock data
- expectation maximization
- image registration
- stock price
- long term
- background subtraction
- garch model
- financial markets
- stock returns
- multiresolution
- exchange rate
- frame difference
- prior knowledge
- feature space
- video sequences
- feature extraction
- trading systems
- image processing
- feature selection