Clustering of financial time series in extreme scenarios

Clustering of financial time series

P D'Urso, C Cappelli, D Di Lallo, R Massari - Physica A: Statistical …, 2013 - Elsevier
This paper addresses the topic of classifying financial time series in a fuzzy framework
proposing two fuzzy clustering models both based on GARCH models. In general clustering …
被引用次数：89 相关文章 所有 7 个版本

Portfolio diversification using ant brood sorting clustering

OI Oduntan, P Thulasiraman… - 2014 Sixth World …, 2014 - ieeexplore.ieee.org
The process of uncovering underlying intelligence in financial time series is non-intuitive;
therefore, data analysis techniques such as clustering (ie grouping a collection of objects …
被引用次数：7 相关文章 所有 2 个版本