Stock index pattern discovery viaToeplitz Inverse Covariance-Based Clustering
Hongbing Ouyang, Xiaolu Wei, Qiufeng Wu
| Year of publication: |
2020
|
|---|---|
| Authors: | Ouyang, Hongbing ; Wei, Xiaolu ; Wu, Quifeng |
| Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 23.2020, 2, p. 58-72
|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012422442