Enhancing Stock Similarity Analysis with Phase-Embedded Multivariate Similarity Measure
Author:
Publisher
Springer Nature Singapore
Link
https://link.springer.com/content/pdf/10.1007/978-981-97-5666-7_8
Reference16 articles.
1. Zhao, C., Hu, P., Liu, X., et al.: Stock market analysis using time series relational models for stock price prediction. Mathematics 11(5), 1130 (2023)
2. Liang, M., Wang, X., Wu, S.: A novel time-sensitive composite similarity model for multivariate time-series correlation analysis. Entropy 23(6), 731 (2021)
3. Lin, G., Lin, A., Cao, J.: Multidimensional KNN algorithm based on EEMD and complexity measures in financial time series forecasting. Expert Syst. Appl. 168, 114443 (2021)
4. Zhou, M., Yi, J., Yang, J., et al.: Characteristic representation of stock time series based on trend feature points. IEEE Access 8, 97016–97031 (2020)
5. Wu, Y., Shang, P., Xia, J.: Inverse sample entropy analysis for stock markets. Nonlinear Dyn. 103(1), 741–758 (2021)
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