Stock market series analysis using self-organizing maps

In this work a new clustering technique is implemented and tested. The proposed approach is based on the application of a SOM (self-organizing map) neural network and provides means to cluster U-MAT aggregated data. It relies on a flooding algorithm operating on the U-MAT and resorts to the Calinski...

ver descrição completa

Detalhes bibliográficos
Autor principal: Matos, D. (author)
Outros Autores: Marques, N. C. (author), Cardoso, M. G. M. S. (author)
Formato: article
Idioma:eng
Publicado em: 2015
Assuntos:
Texto completo:https://ciencia.iscte-iul.pt/public/pub/id/23301
País:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/9702