Financial markets play an important role on the economical and social organization of modern society. In these kinds of markets, information is an invaluable asset. However, with …
The application of Artificial Intelligence (AI) to financial investment is a research area that has attracted extensive research attention since the 1990s, when there was an accelerated …
Q Li, J Tan, J Wang, H Chen - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
In finance, it is believed that market information, namely, fundamentals and news information, affects stock movements. Such media-aware stock movements essentially …
M Li, X Bi, L Wang, X Han - Computer Communications, 2021 - Elsevier
Density peak (DP) and density-based spatial clustering of applications with noise (DBSCAN) are the representative clustering algorithms on the basis of density in unsupervised learning …
The advancements in machine learning (ML) techniques open new opportunities for analysing production system dynamics and augmenting the domain expert's decision …
The main purpose of our paper is to evaluate the impact of the COVID-19 pandemic on randomness in volatility series of world major markets and to examine its effect on their …
M Łuczak - Expert Systems with Applications, 2016 - Elsevier
Abstract Dynamic Time Warping (DTW) is a popular and efficient distance measure used in classification and clustering algorithms applied to time series data. By computing the DTW …
Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e‐commerce, outlier …
L Liu, J Wu, P Li, Q Li - Expert Systems with Applications, 2015 - Elsevier
Stock return comovement analysis is important to financial analysts, decision makers, and academic researchers and has many financial implications, such as portfolio management …