Stock data clustering and multiscale trend detection
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Publication:430849
DOI10.1007/s11009-010-9186-7zbMath1241.62145OpenAlexW2040987808MaRDI QIDQ430849
Publication date: 26 June 2012
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-010-9186-7
financial time serieslinear time clustering algorithmmonotonic algorithmmultiscale trend detectionspace dilating measure
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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