Segmentation and hashing of time series in stock market prediction

DOI10.1134/S0005117918050119zbMath1416.91418OpenAlexW2804153171WikidataQ129806039 ScholiaQ129806039MaRDI QIDQ1792545

M. D. Gol'dovskaya, A. G. Spiro, I. V. Pokrovskaya, N. E. Kiseleva

Publication date: 12 October 2018

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117918050119

zbMATH Keywords

stock marketsliding windowhash codesrise or decline prediction for market quotationssegmentation of time seriestypical segment

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Cites Work

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