Fuzzy clustering of the self-organizing map: Some applications on financial time series

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 6731 LNCS, Issue , 2011, Pages 40-50

  Sarlin, Peter ^a,b   Eklund, Tomas ^a  

^a ÅBO AKADEMI UNIVERSITY   (Finland)

^b EUROPEAN CENTRAL BANK   (Germany)

Author keywords

financial time series; fuzzy C means; Self organizing maps

Indexed keywords

CLUSTER CENTERS; CLUSTERING TECHNIQUES; CURRENCY CRISIS; DEGREE OF MEMBERSHIP; FINANCIAL TIME SERIES; FUZZY C MEAN; FUZZY C MEANS CLUSTERING; MEMBERSHIP DEGREES; PARTIAL MEMBERSHIPS; SELF ORGANIZING; SOM CLUSTERING; FINANCIAL APPLICATIONS; MONITORING INDICATORS;

C (PROGRAMMING LANGUAGE); CONFORMAL MAPPING; FINANCE; FINANCIAL DATA PROCESSING; FUZZY CLUSTERING; FUZZY SYSTEMS; HARMONIC ANALYSIS; SELF ORGANIZING MAPS; TIME SERIES; TIME SERIES ANALYSIS;

TIME SERIES ANALYSIS; SELF ORGANIZING MAPS;

EID: 79959298608     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-21566-7_4     Document Type: Conference Paper

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