Financial time series pattern matching with extended UCR Suite and Support Vector Machine

Expert Systems with Applications

Volumn 55, Issue , 2016, Pages 284-296

  Gong, Xueyuan ^a   Si, Yain Whar ^a   Fong, Simon ^a   Biuk Aghai, Robert P ^a  

^a UNIVERSITY OF MACAU   (Macao)

Author keywords

Financial time series; Perceptually important points; Subsequence matching; Support Vector Machine; UCR Suite

Indexed keywords

DATA MINING; FINANCE; PATTERN MATCHING; SUPPORT VECTOR MACHINES; TIME SERIES;

FINANCIAL ANALYSTS; FINANCIAL TIME SERIES; PATTERN MATCHING PROBLEMS; PERCEPTUALLY IMPORTANT POINTS; SIMILARITY CALCULATION; SUBSEQUENCE MATCHING; SUBSEQUENCE SEARCH; UCR SUITE;

FINANCIAL DATA PROCESSING;

EID: 84960100435     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2016.02.017     Document Type: Article

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