Trimmed fuzzy clustering of financial time series based on dynamic time warping
Trimmed fuzzy clustering of financial time series based on dynamic time warping
About this item
Full title
Author / Creator
Publisher
New York: Springer US
Journal title
Language
English
Formats
Publication information
Publisher
New York: Springer US
Subjects
More information
Scope and Contents
Contents
In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate time series data related to daily returns, volatility daily stocks returns, commodity prices, volume trading, index, enhanced index tracking portfolio, and so on. In the literature, following different methodological approaches, several clustering m...
Alternative Titles
Full title
Trimmed fuzzy clustering of financial time series based on dynamic time warping
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_2508022513
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2508022513
Other Identifiers
ISSN
0254-5330
E-ISSN
1572-9338
DOI
10.1007/s10479-019-03284-1
