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The similarity analysis of financial stocks based on information clustering
Similarity in time series is an important feature of dynamical systems such as financial systems, with potential use for clustering of series in system. Here, we mainly introduce a novel method: the reconstructed phase space information clustering method to analyze the financial markets. The method...
Shranjeno v:
| izdano v: | Nonlinear Dyn |
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| Main Authors: | , , |
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Springer Netherlands
2016
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| Teme: | |
| Online dostop: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7088863/ https://ncbi.nlm.nih.gov/pubmed/32214671 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s11071-016-2851-9 |
| Oznake: |
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