This paper reconstructs the phase space based on stock yield sequence.We use WaveCluster method to mine temporal patterns by taking cumulative yield and density as clustering measure.

 
  • 針對股票收益率序列重構相空間,以累計收益和累計密度作為聚類(lèi)指標,應用小波聚類(lèi)算法對序列進(jìn)行時(shí)間模式挖掘。
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