Cluster analysis of high-dimensional high-frequency financial time series

Syed Ahmed Pasha, Philip Heng Wai Leong. Cluster analysis of high-dimensional high-frequency financial time series. In Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2013, IEEE Symposium Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore. pages 74-81, IEEE, 2013. [doi]

Abstract

Abstract is missing.