Pages that link to "Item:Q2241126"
From MaRDI portal
The following pages link to Trimmed fuzzy clustering of financial time series based on dynamic time warping (Q2241126):
Displaying 8 items.
- Clustering financial time series: an application to mutual funds style analysis (Q957018) (← links)
- Cophenetic-based fuzzy clustering of time series by linear dependency (Q2237541) (← links)
- A double clustering algorithm for financial time series based on extreme events (Q2397475) (← links)
- A clustering method to identify representative financial ratios (Q2476753) (← links)
- OWA-based robust fuzzy clustering of time series with typicality degrees (Q6084124) (← links)
- Best strategy to win a match: an analytical approach using hybrid machine learning-clustering-association rule framework (Q6115868) (← links)
- Exploring long-memory process in the prediction of interval-valued financial time series and its application (Q6130997) (← links)
- A novel distance measure based on dynamic time warping to improve time series classification (Q6179958) (← links)