Multiple breaks detection in financial interval-valued time series

Clustering of interval-valued time series of unequal length based on improved dynamic time warping

(2019) Xiao Wang et al.   EXPERT SYSTEMS WITH APPLICATIONS

Multi-objective imprecise programming for financial portfolio selection with fuzzy returns

(2019) Nabil Mansour et al.   EXPERT SYSTEMS WITH APPLICATIONS

Most Recent Changepoint Detection in Panel Data

(2018) Lawrence Bardwell et al.   TECHNOMETRICS

Lagged correlation-based deep learning for directional trend change prediction in financial time series

(2018) Ben Moews et al.   EXPERT SYSTEMS WITH APPLICATIONS

Improving stock index forecasts by using a new weighted fuzzy-trend time series method

(2017) Abel Rubio et al.   EXPERT SYSTEMS WITH APPLICATIONS

Regime change analysis of interval-valued time series with an application to PM10

(2015) Carmela Cappelli et al.   CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS

Time series clustering by a robust autoregressive metric with application to air pollution

(2015) Pierpaolo D'Urso et al.   CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS

Parametric models and non-parametric machine learning models for predicting option prices: Empirical comparison study over KOSPI 200 Index options

(2014) Hyejin Park et al.   EXPERT SYSTEMS WITH APPLICATIONS

Modeling and forecasting interval time series with threshold models

(2014) Paulo M. M. Rodrigues et al.   Advances in Data Analysis and Classification

Change point analysis of imprecise time series

(2013) Carmela Cappelli et al.   FUZZY SETS AND SYSTEMS

Constrained Regression for Interval-Valued Data

(2013) Gloria González-Rivera et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Interval data clustering using self-organizing maps based on adaptive Mahalanobis distances

(2013) Chantal Hajjar et al.   NEURAL NETWORKS

Fuzzy Kohonen clustering networks for interval data

(2012) Carlos W.D. de Almeida et al.   NEUROCOMPUTING

Midpoint radius self-organizing maps for interval-valued data with telecommunications application

(2011) Pierpaolo D’Urso et al.   APPLIED SOFT COMPUTING

Principal component analysis for interval-valued observations

(2011) A. Douzal-Chouakria et al.   Statistical Analysis and Data Mining

Different Approaches to Forecast Interval Time Series: A Comparison in Finance

(2010) Javier Arroyo et al.   Computational Economics

Identification of Changes in Mean with Regression Trees: An Application to Market Research

(2010) William S. Rea et al.   Econometric Reviews

Fuzzy defaultable bonds

(2009) Elettra Agliardi et al.   FUZZY SETS AND SYSTEMS

Equity warrants pricing model under Fractional Brownian motion and an empirical study

(2008) Wei-Guo Zhang et al.   EXPERT SYSTEMS WITH APPLICATIONS

Evolving and clustering fuzzy decision tree for financial time series data forecasting

(2008) Robert K. Lai et al.   EXPERT SYSTEMS WITH APPLICATIONS

Mining fuzzy frequent trends from time series

(2008) Chun-Hao Chen et al.   EXPERT SYSTEMS WITH APPLICATIONS

Interval Time Series Analysis with an Application to the Sterling-Dollar Exchange Rate

(2008) Ai HAN et al.   Journal of Systems Science & Complexity

Detecting multiple mean breaks at unknown points in official time series

(2008) Carmela Cappelli et al.   MATHEMATICS AND COMPUTERS IN SIMULATION

Forecasting models for interval-valued time series

(2008) André Luis S. Maia et al.   NEUROCOMPUTING

Sequential Change-Point Detection Methods for Nonstationary Time Series

(2008) Hyunyoung Choi et al.   TECHNOMETRICS