2009 | OriginalPaper | Buchkapitel
Gene Trajectory Clustering for Learning the Stock Market Sectors
verfasst von : Darie Moldovan, Gheorghe Cosmin Silaghi
Erschienen in: Adaptive and Natural Computing Algorithms
Verlag: Springer Berlin Heidelberg
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Hybrid Gene Trajectory Clustering (GTC) algorithm [1,2] proves to be a good candidate to cluster multi-dimensional noisy time series. In this paper we apply the hybrid GTC to learn the structure of the stock market and to infer interesting relationships out of closing prices data. We conclude that hybrid GTC can successfully identify homogeneous and stable stock clusters and these clusters can further help the investors.