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- W2886065092 abstract "In this article, we propose a novel approach to transforming financial time-series values into the symbolic representation based on value changes. Such approach seems to have a few advantages over existing approaches, while one of the most obvious is noise reduction in the data and possibility to find patterns which are universal for investigating different currency pairs. To achieve the goal we introduce the preprocessing method allowing the initial data transformation. We also define a text-based similarity measure which can be used as an alternative for methods allowing to find exact patterns in the historical data." @default.
- W2886065092 created "2018-08-22" @default.
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- W2886065092 date "2018-01-01" @default.
- W2886065092 modified "2023-10-04" @default.
- W2886065092 title "Investigating Patterns in the Financial Data with Enhanced Symbolic Description" @default.
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- W2886065092 doi "https://doi.org/10.1007/978-3-319-98446-9_32" @default.
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