Exploratory Classification of Time-Series

DOI10.1007/978-3-030-54108-8_1OpenAlexW3129564283MaRDI QIDQ5049413

Sergio Camiz

Publication date: 11 November 2022

Published in: Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-54108-8_1

zbMATH Keywords

classificationprincipal component analysisstock pricestime-seriesexploratory analysismultidimensional time-serieshierarchical factor classification

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Uses Software

• R
• SAS
• ClustOfVar

Cites Work

• Selecting the number of components in principal component analysis using cross-validation approximations
• Identifying the informational/signal dimension in principal component analysis
• Principal component analysis.
• Optimized hierarchical factorial classification of a data table
• Unnamed Item

This page was built for publication: Exploratory Classification of Time-Series