Feature clustering with self-organizing maps and an application to financial time-series for portfolio selection

ICFC 2010 ICNC 2010 - Proceedings of the International Conference on Fuzzy Computation and International Conference on Neural Computation

Volumn , Issue , 2010, Pages 301-309

  Silva, Bruno ^a   Marques, Nuno ^b  

^a INSTITUTO POLITÉCNICO DE SETÚBAL   (Portugal)

^b UNIVERSIDADE NOVA DE LISBOA   (Portugal)

Author keywords

Correlation hunting; Feature clustering; Portfolio selection; Self organizing maps; Time series clustering

Indexed keywords

CORRELATION HUNTING; DISTANCE MATRICES; DYNAMIC SYSTEMS; FEATURE CLUSTERING; FINANCIAL RISKS; GENERIC METHOD; HIERARCHICAL CLUSTERING METHODS; INPUT DATAS; MARKET DOWNTURN; NON-LINEAR CORRELATIONS; NON-LINEAR RELATIONSHIPS; PORTFOLIO SELECTION; STOCK MARKET;

CONFORMAL MAPPING; SELF ORGANIZING MAPS; VISUALIZATION;

FEATURE EXTRACTION;

EID: 78651432006     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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