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The similarity analysis of financial stocks based on information clustering
Similarity in time series is an important feature of dynamical systems such as financial systems, with potential use for clustering of series in system. Here, we mainly introduce a novel method: the reconstructed phase space information clustering method to analyze the financial markets. The method...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Netherlands
2016
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7088863/ https://www.ncbi.nlm.nih.gov/pubmed/32214671 http://dx.doi.org/10.1007/s11071-016-2851-9 |