Stock index pattern discovery viaToeplitz Inverse Covariance-Based Clustering
Year of publication: |
2020
|
---|---|
Authors: | Ouyang, Hongbing ; Wei, Xiaolu ; Wu, Quifeng |
Subject: | pattern discovery | Toeplitz Inverse Covariance-Based Clustering (TICC) | multivariate time series | stock index | influencing factors | betweenness centrality scores | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Regionales Cluster | Regional cluster | Clusteranalyse | Cluster analysis | Börsenkurs | Share price |
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