Time Series Segmentation as a Discovery Tool - A Case Study of the US and Japanese Financial Markets - researchr publication authors

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Jian Cheng Wong, Gladys Hui Ting Lee, Yiting Zhang, Woei Shyr Yim, Robert Paulo Fornia, Danny Yuan Xu, Jun Liang Kok, Siew Ann Cheong. Time Series Segmentation as a Discovery Tool - A Case Study of the US and Japanese Financial Markets. In Joaquim Filipe, Ana L. N. Fred, editors, KDIR 2011 - Proceedings of the International Conference on Knowledge Discovery and Information Retrieval, Paris, France, 26-29 October, 2011. pages 52-63, SciTePress, 2011.

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