Discovery of time-inconsecutive co-movement patterns of foreign currencies using an evolutionary biclustering method

DOI10.1016/J.AMC.2011.10.011zbMath1239.91125OpenAlexW2019184987MaRDI QIDQ426980

Qing-Hua Huang

Publication date: 13 June 2012

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.10.011

zbMATH Keywords

genetic algorithmbiclusteringgeometric interpretationforeign exchange rateinconsecutive co-movement pattern

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Economic time series analysis (91B84)

Cites Work

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• Chaotic analysis of the foreign exchange rates
• Finding fuzzy classification rules using data mining techniques
• Parallel identification of gene biclusters with coherent evolutions

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