Autoencoder-Enhanced Clustering: A Dimensionality Reduction Approach to Financial Time Series
While Machine Learning significantly boosts the performance of predictive models, its efficacy varies across different data dimensions. It is essential to cluster time series data of similar characteristics, particularly in the financial sector. However, clustering financial time series data poses c...
Main Authors: | Daniel Gonzalez Cortes, Enrique Onieva, Iker Pastor Lopez, Laura Trinchera, Jian Wu |
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Format: | Article |
Language: | English |
Published: |
IEEE
2024-01-01
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Series: | IEEE Access |
Subjects: | |
Online Access: | https://ieeexplore.ieee.org/document/10415421/ |
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