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

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.

@inproceedings{WongLZYFXKC11,
  title = {Time Series Segmentation as a Discovery Tool - A Case Study of the US and Japanese Financial Markets},
  author = {Jian Cheng Wong and Gladys Hui Ting Lee and Yiting Zhang and Woei Shyr Yim and Robert Paulo Fornia and Danny Yuan Xu and Jun Liang Kok and Siew Ann Cheong},
  year = {2011},
  researchr = {https://researchr.org/publication/WongLZYFXKC11},
  cites = {0},
  citedby = {0},
  pages = {52-63},
  booktitle = {KDIR 2011 - Proceedings of the International Conference on Knowledge Discovery and Information Retrieval, Paris, France, 26-29 October, 2011},
  editor = {Joaquim Filipe and Ana L. N. Fred},
  publisher = {SciTePress},
  isbn = {978-989-8425-79-9},
}