Stock price prediction usingk-medoids clustering with indexing dynamic time warping
Author:
Affiliation:
1. Nomura Asset Management Co., Ltd.; 1-12-1, Nihonbashi, Chuo-ku Tokyo 103-8260 Japan
2. Graduate School of Business Sciences; University of Tsukuba; 3-29-1, Otsuka, Bunkyo-ku Tokyo 112-0012 Japan
Publisher
Wiley
Subject
Applied Mathematics,Electrical and Electronic Engineering,Computer Networks and Communications,General Physics and Astronomy,Signal Processing
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/ecj.12140/fullpdf
Reference14 articles.
1. Hamilton JD Time series analysis Princeton Princeton University Press 1994
2. The cross-section of expected stock returns;Fama;J Finance,1992
3. … and the cross-section of expected returns;Harvey;Rev Financ Stud,2016
4. Takahashi S Takahashi H Tsuda K Terano T Analyzing asset management knowledge from analyst's reports through text mining 2004 11
5. Analysis of Long-term market trend by Text-mining of news articles;Kuramoto;Trans JSAI,2013
Cited by 22 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Application Of Density-Based Clustering Approaches For Stock Market Analysis;Applied Artificial Intelligence;2024-03-04
2. MATSA: An MRAM-Based Energy-Efficient Accelerator for Time Series Analysis;IEEE Access;2024
3. Clustering currency exchange rates data using time series clustering technique based on autocorrelation-based fuzzy c-means similarity measure;AIP Conference Proceedings;2024
4. A Data-Driven Model Selection Approach to Spatio-Temporal Prediction;Lecture Notes in Computer Science;2024
5. Development of Day-Ahead Peer-to-Peer Energy Trading with Time-Series Clustering;2023 IEEE International Conference on Applied Superconductivity and Electromagnetic Devices (ASEMD);2023-10-27
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3