Monitoring correlative financial data streams by local pattern similarity

来源 :Journal of Zhejiang University(Science A:An International Ap | 被引量 : 0次 | 上传用户:zengjinsongduanli
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Developing tools for monitoring the correlations among thousands of financial data streams in an online fashion can be interesting and useful work. We aimed to find highly correlative financial data streams in local patterns. A novel distance metric fu
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