Mining subsequent trend patterns from financial time series

DOI10.1142/S0219691320500101MaRDI QIDQ5117164zbMATH OpenOpenAlexFDO

Authors Yuqing Wan, Raymond Yiu Keung Lau, Yain-Whar Si

Publication date 20 August 2020

Published in International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219691320500101

zbMATH Keywords

chart patternsfinancial time seriessubsequent trend patternstechnical analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

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Cites work

• An Estimate of the Fractal Index Using Multiscale Aggregates
• Riemann zeta fractional derivative-functional equation and link with primes
• Segmental hidden Markov models with random effects for waveform modeling
• Technical analysis of stock trends.
• Time series joins, motifs, discords and shapelets: a unifying view that exploits the matrix profile

Cited in

(5)

• scientific article; zbMATH DE number 1692445 (Why is no real title available?)
• scientific article; zbMATH DE number 2013274 (Why is no real title available?)
• CWT \(\times\) DWT \(\times\) DTWT \(\times\) SDTWT: clarifying terminologies and roles of different types of wavelet transforms
• Charting patterns on price history
• Long short-term memory network-based wastewater quality prediction model with sparrow search algorithm

Describes a project that uses

Uses Software

• UCR Suite

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