Novel pruning based hierarchical agglomerative clustering for mining outliers in financial time series

WIT Transactions on Information and Communication Technologies

Volumn 41, Issue , 2008, Pages 33-42

  Wang, D ^a   Fortier, P J ^b   Michel, H E ^b  

^a Western Asset Management ^*  (United States)

^b Department of Electrical and Computer Engineering   (United States)

Author keywords

Clustering; Computational finance; Data mining; Financial time series; High dimension; Outlier; Similarity search

Indexed keywords

ALGORITHMS; CLUSTERING ALGORITHMS; DATA MINING; FINANCE; FINANCIAL DATA PROCESSING; INDUSTRIAL MANAGEMENT; INFORMATION MANAGEMENT; INVESTMENTS; PLANNING; STRATEGIC PLANNING;

CLUSTERING; COMPUTATIONAL FINANCE; FINANCIAL TIME SERIES; HIGH DIMENSION; OUTLIER; SIMILARITY SEARCH;

TIME SERIES;

EID: 58849149385     PISSN: 17433517     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.2495/CF080041     Document Type: Conference Paper

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