Fuzzy cluster analysis of financial time series and their volatility assessment

Proceedings - 2013 IEEE International Conference on Systems, Man, and Cybernetics, SMC 2013

Volumn , Issue , 2013, Pages 91-96

  Stetco, Adrian ^a   Zeng, Xiao Jun ^a   Keane, John ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Financial time series; Fuzzy clustering; Risk assessment

Indexed keywords

EXPONENTIALLY WEIGHTED MOVING AVERAGE; FINANCIAL TIME SERIES; FUZZY BOUNDARY; FUZZY CLUSTERING ANALYSIS; INDUSTRY SECTORS; INTER CLUSTERS; LONDON STOCK EXCHANGE; STANDARD DEVIATION;

CLUSTER ANALYSIS; CYBERNETICS; FUZZY CLUSTERING; INDUSTRY; RISK ASSESSMENT;

FINANCIAL DATA PROCESSING;

EID: 84893592898     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/SMC.2013.23     Document Type: Conference Paper

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