Discovery of time-inconsecutive co-movement patterns of foreign currencies using an evolutionary biclustering method

Applied Mathematics and Computation

Volumn 218, Issue 8, 2011, Pages 4353-4364

  Huang, Qing Hua ^a,b  

^a SOUTH CHINA UNIVERSITY OF TECHNOLOGY   (China)

^b Guangdong Provincial Key Laboratory of Short Range Detection and Communication   (China)

Author keywords

Biclustering; Foreign exchange rate; Genetic algorithm; Geometric interpretation; Inconsecutive co movement pattern

Indexed keywords

BICLUSTERING; BICLUSTERING ALGORITHM; ECONOMIC CONDITION; EXCHANGE RATES; FOREIGN CURRENCY; FOREIGN EXCHANGE RATES; GEOMETRIC INTERPRETATION; HIGH DIMENSIONAL SPACES; INCONSECUTIVE CO-MOVEMENT PATTERN; SPECIFIC TIME; SUBMATRIX; TIME-PERIODS;

GENETIC ALGORITHMS; GEOMETRY;

ECONOMICS;

EID: 81855164843     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2011.10.011     Document Type: Article

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