Using similarity measures in prediction of changes in financial market stream data—Experimental approach
作者：
Highlights：
• Proposed W measure shows statistical advantage over other approaches.
• Relative change-based measures outperform measures based on absolute changes.
• Measures based on the relative changes exhibit good predictive capabilities.
• There is difference between difficulty of prediction among financial data sets.
摘要
•Proposed W measure shows statistical advantage over other approaches.•Relative change-based measures outperform measures based on absolute changes.•Measures based on the relative changes exhibit good predictive capabilities.•There is difference between difficulty of prediction among financial data sets.
论文关键词：Similarity measures,Stream data,Data prediction,Financial data
论文评审过程：Received 21 December 2018, Revised 4 November 2019, Accepted 13 December 2019, Available online 19 December 2019, Version of Record 29 February 2020.
论文官网地址：https://doi.org/10.1016/j.datak.2019.101782
