Clustering financial time series: How long is enough?

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A review of two decades of correlations, hierarchies, networks and clustering in financial markets

G Marti, F Nielsen, M Bińkowski, P Donnat - Progress in information …, 2021 - Springer
We review the state of the art of clustering financial time series and the study of their
correlations alongside other interaction networks. The aim of the review is to gather in one …
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Time series k-means: A new k-means type smooth subspace clustering for time series data

X Huang, Y Ye, L ** trading …
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Memetic algorithm for multivariate time-series segmentation

H Lim, H Choi, Y Choi, IJ Kim - Pattern Recognition Letters, 2020 - Elsevier
In recent years, analyzing time-series data has become an ever important research topic
due to an increased number of temporal datasets in science and engineering. Segmentation …
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