A Novel Time-Sensitive Composite Similarity Model for Multivariate Time-Series Correlation Analysis

A Novel Time-Sensitive Composite Similarity Model for Multivariate Time-Series Correlation Analysis

Finding the correlation between stocks is an effective method for screening and adjusting investment portfolios for investors. One single temporal feature or static nontemporal features are generally used in most studies to measure the similarity between stocks. However, these features are not suffi...

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Bibliographic Details
Main Authors: Mengxia Liang, Xiaolong Wang, Shaocong Wu
Format: Article
Language:English
Published: MDPI AG 2021-06-01
Series:Entropy
Subjects:
dynamic time warping
time-series segmentation
time-series correlation
temporal features
Online Access:https://www.mdpi.com/1099-4300/23/6/731

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