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Volumn 2003-January, Issue , 2003, Pages 387-394

Self-organizing maps as a foundation for charting or geometric pattern recognition in financial time series

Author keywords

Books; Econometrics; Economic forecasting; Finance; Pattern analysis; Pattern recognition; Self organizing feature maps; Signal analysis; Signal detection; Testing

Indexed keywords

ARTIFICIAL INTELLIGENCE; CONFORMAL MAPPING; ECONOMICS; FINANCE; FINANCIAL DATA PROCESSING; PATTERN RECOGNITION; SIGNAL ANALYSIS; SIGNAL DETECTION; STATISTICS; TESTING; TIME SERIES;

EID: 33750602027     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CIFER.2003.1196286     Document Type: Conference Paper
Times cited : (4)

References (12)
  • 4
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    • Fama, E.F.1    French, K.R.2
  • 6
    • 0000485924 scopus 로고
    • A one-sided studentized range test for testing against a simple ordered alternative
    • Anthony J. Hayter. A one-sided studentized range test for testing against a simple ordered alternative. Journal of the American Statistical Association, 85:778-785, 1990.
    • (1990) Journal of the American Statistical Association , vol.85 , pp. 778-785
    • Hayter, A.J.1
  • 7
    • 0030169685 scopus 로고    scopus 로고
    • Exact calculations for the one-sided studentized range test for testing against a simple order alternative
    • Anthony J. Hayter and Wei Liu. Exact calculations for the one-sided studentized range test for testing against a simple order alternative. Computational Statistics and Data Analysis, 22(1): 17-25, 1996.
    • (1996) Computational Statistics and Data Analysis , vol.22 , Issue.1 , pp. 17-25
    • Hayter, A.J.1    Liu, W.2
  • 8
    • 1642366003 scopus 로고    scopus 로고
    • A fast clustering algorithm to cluster very large categorical data sets in data mining
    • Singapore, World Scientific, February
    • Zhexue Huang. A fast clustering algorithm to cluster very large categorical data sets in data mining. First Asia Pacific Conference on Knowledge Discovery and Data Mining, Singapore, World Scientific, February, 1997.
    • (1997) First Asia Pacific Conference on Knowledge Discovery and Data Mining
    • Huang, Z.1
  • 9
    • 0020068152 scopus 로고
    • Self-organized foundation of topologically correct feature maps
    • Teuvo Kohonen. Self-organized foundation of topologically correct feature maps. Biological Cybernetics 43:59-69, 1982.
    • (1982) Biological Cybernetics , vol.43 , pp. 59-69
    • Kohonen, T.1
  • 11
    • 0005650578 scopus 로고    scopus 로고
    • Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation
    • August
    • Andrew W. Lo, Harry Mamaysky and Jiang Wang. Foundations of technical analysis: computational algorithms, statistical inference, and empirical implementation. Journal of Finance, 55(4):1705-1765, August, 2000.
    • (2000) Journal of Finance , vol.55 , Issue.4 , pp. 1705-1765
    • Lo, A.W.1    Mamaysky, H.2    Wang, J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.