Identifying market behaviours using European Stock Index time series by a hybrid segmentation algorithm
Published in Neural Processing Letters, 2017
Recommended citation: Antonio Manuel Durán-Rosal, Mónica Paz, Pedro Antonio Gutiérrez, César Hervás-Martínez, "Identifying market behaviours using European Stock Index time series by a hybrid segmentation algorithm." Neural Processing Letters, Vol. 46(3), 2017, pp.767-790. http://doi.org/10.1007/s11063-017-9592-8
JCR(2017): 1.787 Position: 63/132 (Q2) Category: COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE