Clustering underlying stock trends via non-negative matrix factorization

Andrea Pazienza, Sabrina Francesca Pellegrino, Stefano Ferilli, Floriana Esposito. Clustering underlying stock trends via non-negative matrix factorization. In Ilaria Bordino, Guido Caldarelli, Fabio Fumarola, Francesco Gullo, Tiziano Squartini, editors, Proceedings of the First Workshop on MIning DAta for financial applicationS (MIDAS 2016) co-located with the 2016 European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD 2016), Riva del Garda, Italy, September 19-23, 2016. Volume 1774 of CEUR Workshop Proceedings, pages 5-16, CEUR-WS.org, 2016. [doi]

Abstract

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