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]

@inproceedings{AiHLX10,
  title = {Clustering High-frequency Stock Data for Trading Volatility Analysis},
  author = {Xiao-Wei Ai and Tianming Hu and Xi Li and Hui Xiong},
  year = {2010},
  doi = {10.1109/ICMLA.2010.56},
  url = {http://dx.doi.org/10.1109/ICMLA.2010.56},
  tags = {analysis, data-flow analysis},
  researchr = {https://researchr.org/publication/AiHLX10},
  cites = {0},
  citedby = {0},
  pages = {333-338},
  booktitle = {The Ninth International Conference on Machine Learning and Applications, ICMLA 2010, Washington, DC, USA, 12-14 December 2010},
  editor = {Sorin Draghici and Taghi M. Khoshgoftaar and Vasile Palade and Witold Pedrycz and M. Arif Wani and Xingquan Zhu},
  publisher = {IEEE Computer Society},
  isbn = {978-0-7695-4300-0},
}