Stock Data Clustering and Multiscale Trend Detection

Author:

Dragut Andreea B.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Reference39 articles.

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2. Basalto N, Bellotti R, De Carlo F, Facchi P, Pantaleo E, Pascazio, S (2007) Hausdorff clustering of financial time series. Physica A 379:635–644. doi: 10.1016/j.physa.2007.01.011

3. Bonanno G, Lillo F, Mantegna R (2001) High-frequency cross-correlation in a set of stocks. Quantitative Finance 1:96–104

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5. Chen JR (2007) Useful clustering outcomes from meaningful time series clustering. In: Proc. of the 6th Australasian conf. on data mining and analytics, vol 70, pp 101–109

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