A similarity measurement for time series and its application to the stock market

•Reflecting the personalization of stock time series by weighting the time series.•Utilizing dynamic time warping to cope with time shifts and warpings.•Embedding Canberra distance for eliminating the impact of singularities. The stock market is a very important financial market, and the prediction...

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Veröffentlicht in:	Expert systems with applications 2021-11, Vol.182, p.115217, Article 115217
Hauptverfasser:	Zhao, Feng, Gao, Yating, Li, Xinning, An, Zhiyong, Ge, Shiyu, Zhang, Caiming
Format:	Artikel
Sprache:	eng
Schlagworte:	Euclidean geometry Multi-perspective Personalization Securities markets Similarity Similarity measurements Stock exchanges Stock prediction Time measurement Time series
Online-Zugang:	Volltext
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