Dynamic Local Trend Associations in Analysis of Comovements of Financial Time Series

Francisco Javier García-López, Ildar Z. Batyrshin, Alexander F. Gelbukh. Dynamic Local Trend Associations in Analysis of Comovements of Financial Time Series. In Patricia Melin, Oscar Castillo, Janusz Kacprzyk, Marek Reformat, William Melek, editors, Fuzzy Logic in Intelligent System Design - Theory and Applications [North American Fuzzy Information Processing Society Annual Conference, NAFIPS 2017, 16-18 October, 2017, Cancun, Mexico]. Volume 648 of Advances in Intelligent Systems and Computing, pages 181-188, Springer, 2017. [doi]

Abstract

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