Discovery of time-inconsecutive co-movement patterns of foreign currencies using an evolutionary biclustering method

DOI10.1016/J.AMC.2011.10.011MaRDI QIDQ426980zbMATH OpenOpenAlexFDO

Authors Qing-Hua Huang

Publication date 13 June 2012

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2011.10.011

zbMATH Keywords

biclusteringforeign exchange rategenetic algorithmgeometric interpretationinconsecutive co-movement pattern

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; risk measures (91G70)

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Cites work

• Chaotic analysis of the foreign exchange rates
• Finding fuzzy classification rules using data mining techniques
• scientific article; zbMATH DE number 1750182 (Why is no real title available?)
• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• Parallel identification of gene biclusters with coherent evolutions

Cited in

(3)

• Evolutionary patterns of onshore and offshore renminbi exchange rates with convexity-concavity indicators
• Bicluster Analysis of Currency Exchange Rates
• Multiple day biclustering of high-frequency financial time series

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