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Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm
Puigvert Gutiérrez, Josep Maria; Gregori, Josep Fortiana - 2008
In this study we combine clustering techniques with a moving window algorithm in order to filter financial market data outliers. We apply the algorithm to a set of financial market data which consists of 25 series selected from a larger dataset using a cluster analysis technique taking into...
Persistent link: https://www.econbiz.de/10003794031
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Forecasting of curves using a Kohonen classification
Cottrell, Marie; Girard, Bernard; Rousset, Patrick - In: Journal of forecasting 17 (1998) 5/6, pp. 429-439
Persistent link: https://www.econbiz.de/10001363230
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Forecasting time series from clusters
Maharaj, Elizabeth Ann; Inder, Brett A. - 1999
Persistent link: https://www.econbiz.de/10001391129
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Anwendungen neuronaler Netze
Schwenker, Friedhelm (contributor) - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 35-69). 1996
Persistent link: https://www.econbiz.de/10001318072
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Séries chronologiques et analyses de données, des images de synthèse pour répondre à la question: ex-post, la classification COB des Sicav est-elle pertinente?
LeGuen, Monique - In: Journal de la Société de Statistique de Paris 135 (1994) 1, pp. 37-71
Persistent link: https://www.econbiz.de/10001165187
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Measuring market response to price changes : a classification approach
Mulhern, Francis J. - In: Journal of business research : JBR 33 (1995) 3, pp. 197-205
Persistent link: https://www.econbiz.de/10001183942
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Model selection in univariate time serie forecasting using discriminant analysis
Shah, Chandra - In: International journal of forecasting 13 (1997) 4, pp. 489-500
Persistent link: https://www.econbiz.de/10001240450
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Clustering macroeconomic variables
Perricone, Chiara - In: Structural change and economic dynamics : SC+ED 44 (2018), pp. 23-33
Persistent link: https://www.econbiz.de/10012039777
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Improving time series forecasting: an approach combining bootstrap aggregation, clusters and exponential smoothing
Dantas, Tiago Mendes; Oliveira, Fernando Luiz Cyrino - In: International journal of forecasting 34 (2018) 4, pp. 748-761
Persistent link: https://www.econbiz.de/10012031097
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Copula based flexible modeling of associations between clustered event times
Geerdens, C.; Claeskens, G.; Janssen, Paul - 2015
Persistent link: https://www.econbiz.de/10011646335