Stock market co-movement assessment using a three-phase clustering method
作者：
Highlights：
• We find the co-movement of companies in a stock market handling the local shifts in their time series.
• We examine changes in the accuracy of clustering when time series dataset grows.
• Using low resolution time series for clustering of large time series datasets is unnecessary.
摘要
•We find the co-movement of companies in a stock market handling the local shifts in their time series.•We examine changes in the accuracy of clustering when time series dataset grows.•Using low resolution time series for clustering of large time series datasets is unnecessary.
论文关键词：Stock market,Co-movement,Data mining,Clustering,Time-series
论文评审过程：Available online 22 August 2013.
论文官网地址：https://doi.org/10.1016/j.eswa.2013.08.028
