Nonlinear manifold learning for early warnings in financial markets

DOI10.1016/j.ejor.2016.08.058zbMath1395.91511OpenAlexW2509518867MaRDI QIDQ1751692

Yi Peng, Gang Kou, Yan Huang

Publication date: 25 May 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2016.08.058

zbMATH Keywords

data miningfinancial marketsdynamic systemmanifold learningearly warning

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Learning and adaptive systems in artificial intelligence (68T05)

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