Wavelet-based Fuzzy Clustering of Time Series
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Volume (Year): 27 (2010)
Issue (Month): 2 (September)
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References listed on IDEAS
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- Maharaj, Elizabeth A. & Alonso, Andres M., 2007. "Discrimination of locally stationary time series using wavelets," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 879-895, October.
- Harvey, Campbell R, 1991. " The World Price of Covariance Risk," Journal of Finance, American Finance Association, vol. 46(1), pages 111-57, March.
- Heungsun Hwang & Wayne Desarbo & Yoshio Takane, 2007. "Fuzzy Clusterwise Generalized Structured Component Analysis," Psychometrika, Springer;The Psychometric Society, vol. 72(2), pages 181-198, June.
- Campbell R. Harvey, 1994.
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- Willem Heiser & Patrick Groenen, 1997. "Cluster differences scaling with a within-clusters loss component and a fuzzy successive approximation strategy to avoid local minima," Psychometrika, Springer;The Psychometric Society, vol. 62(1), pages 63-83, March.
- Ferson, Wayne E & Harvey, Campbell R, 1993. "The Risk and Predictability of International Equity Returns," Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 527-66.
- Fifield, S G M & Power, D M & Sinclair, C D, 2002. "Macroeconomic Factors and Share Returns: An Analysis Using Emerging Market Data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(1), pages 51-62, January.
- Caiado, Jorge & Crato, Nuno & Pena, Daniel, 2006. "A periodogram-based metric for time series classification," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2668-2684, June.
- Dose, Christian & Cincotti, Silvano, 2005. "Clustering of financial time series with application to index and enhanced index tracking portfolio," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 145-151.
- Basalto, Nicolas & Bellotti, Roberto & De Carlo, Francesco & Facchi, Paolo & Pantaleo, Ester & Pascazio, Saverio, 2007. "Hausdorff clustering of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 379(2), pages 635-644.
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