Clustering High-frequency Stock Data for Trading Volatility Analysis

Xiao-Wei Ai, Tianming Hu, Xi Li, Hui Xiong. Clustering High-frequency Stock Data for Trading Volatility Analysis. In Sorin Draghici, Taghi M. Khoshgoftaar, Vasile Palade, Witold Pedrycz, M. Arif Wani, Xingquan Zhu, editors, The Ninth International Conference on Machine Learning and Applications, ICMLA 2010, Washington, DC, USA, 12-14 December 2010. pages 333-338, IEEE Computer Society, 2010. [doi]

Abstract

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