Cluster financial time series for portfolio

Proceedings of the 2007 International Conference on Wavelet Analysis and Pattern Recognition, ICWAPR '07

Volumn 2, Issue , 2007, Pages 851-856

  Guan, He Shan ^a   Jiang, Qing Shan ^a  

^a XIAMEN UNIVERSITY   (China)

Author keywords

Cluster; Portfolio; Return, risk

Indexed keywords

FINANCIAL DATA PROCESSING; HIERARCHICAL SYSTEMS; PATTERN RECOGNITION; TIME SERIES; WAVELET ANALYSIS;

CLUSTER; EFFICIENT PORTFOLIO; FINANCIAL TIME SERIES; HIERARCHICAL CLUSTERS; PORTFOLIO; SELECTION METHODS; SIMILARITY MEASURE; TIME SERIES CLUSTERING;

FINANCIAL MARKETS;

EID: 45149106559     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICWAPR.2007.4420788     Document Type: Conference Paper

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