Chapter: Identifying Temporal Patterns for Characterization and Prediction of Financial Time Series Events

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Home > Temporal, Spatial, and Spatio-Temporal Data Mining: First International Workshop TSDM 2000 Lyon, France, September 12, 2000 Revised Papers > Identifying Temporal Patterns for Characterization and Prediction of Financial Time Series Events

Temporal, Spatial, and Spatio-Temporal Data Mining: First International Workshop TSDM 2000 Lyon, France, September 12, 2000 Revised Papers |

John F. Roddick; Kathleen Hornsby

Springer Berlin Heidelberg

Temporal, Spatial, and Spatio-Temporal Data Mining: First International Workshop TSDM 2000 Lyon, France, September 12, 2000 Revised Papers

Identifying Temporal Patterns for Characterization and Prediction of Financial Time Series Events

Chapter Info

Authors

Richard J. Povinelli

ARI Id

1664721394694_2921243

Access

Not Available Free

Pages

46-61

DOI

10.1007/3-540-45244-3_5

Chapter URL

https://rd.springer.com/chapter/10.1007/3-540-45244-3_5

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