Non-Conformity Detection in High-Dimensional Time Series of Stock Market Data

Akira Kasuga, Yukio Ohsawa, Takaaki Yoshino, Shunichi Ashida. Non-Conformity Detection in High-Dimensional Time Series of Stock Market Data. In Hamido Fujita, Moonis Ali, Ali Selamat, Jun Sasaki, Masaki Kurematsu, editors, Trends in Applied Knowledge-Based Systems and Data Science - 29th International Conference on Industrial Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2016, Morioka, Japan, August 2-4, 2016, Proceedings. Volume 9799 of Lecture Notes in Computer Science, pages 701-712, Springer, 2016. [doi]

Abstract

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