A Practical Evaluation of Dynamic Time Warping in Financial Time Series Clustering-Reference-Cited by-同舟云学术

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A Practical Evaluation of Dynamic Time Warping in Financial Time Series Clustering

Published:2020-10-17 Issue: Volume: Page:
ISSN:
Container-title:2020 International Conference on Advanced Computer Science and Information Systems (ICACSIS)
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Author:

Puspita Pratiwi Eka,Zulkarnain

Funder

Universitas Indonesia

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/9263088/9263082/09263123.pdf?arnumber=9263123

Cited by 7 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. Autoencoder-Enhanced Clustering: A Dimensionality Reduction Approach to Financial Time Series;IEEE Access;2024

2. Mining the English application learning patterns of college students based on time series clustering;Journal of Intelligent & Fuzzy Systems;2023-11-04

3. Change Point Analysis of Time Series Related to Bitcoin Transactions: Towards the Detection of Illegal Activities;Journal of Risk and Financial Management;2023-09-13

4. Machine learning for lumbar and pelvis kinematics clustering;Computer Methods in Biomechanics and Biomedical Engineering;2023-08-07

5. Hierarchical Transformer-based Siamese Network for Related Trading Detection in Financial Market;2023 International Joint Conference on Neural Networks (IJCNN);2023-06-18

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