Time-series clustering–a decade review

S Aghabozorgi, AS Shirkhorshidi, TY Wah - Information systems, 2015 - Elsevier
Clustering is a solution for classifying enormous data when there is not any early knowledge
about classes. With emerging new concepts like cloud computing and big data and their vast …

Computational intelligence and financial markets: A survey and future directions

RC Cavalcante, RC Brasileiro, VLF Souza… - Expert Systems with …, 2016 - Elsevier
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 …

Artificial intelligence applied to stock market trading: a review

FGDC Ferreira, AH Gandomi, RTN Cardoso - IEEE Access, 2021 - ieeexplore.ieee.org
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 …

A multimodal event-driven LSTM model for stock prediction using online news

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 …

A method of two-stage clustering learning based on improved DBSCAN and density peak algorithm

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 …

[HTML][HTML] A generic hierarchical clustering approach for detecting bottlenecks in manufacturing

M Subramaniyan, A Skoogh, AS Muhammad… - Journal of Manufacturing …, 2020 - Elsevier
The advancements in machine learning (ML) techniques open new opportunities for
analysing production system dynamics and augmenting the domain expert's decision …

Randomness, informational entropy, and volatility interdependencies among the major world markets: the role of the COVID-19 pandemic

S Lahmiri, S Bekiros - Entropy, 2020 - mdpi.com
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 …

Hierarchical clustering of time series data with parametric derivative dynamic time warping

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 …

A review of subsequence time series clustering

S Zolhavarieh, S Aghabozorgi… - The Scientific World …, 2014 - Wiley Online Library
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 …

A social-media-based approach to predicting stock comovement

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 …