Self-Organizing Maps
Computational Intelligence in Time Series Forecasting: Theory and Engineering Applications (Advances in Industrial Control)
Neural Networks in Finance: Gaining Predictive Edge in the Market (Academic Press Advanced Finance Series)
Optimizations in time series clustering and prediction
Proceedings of the 11th International Conference on Computer Systems and Technologies and Workshop for PhD Students in Computing on International Conference on Computer Systems and Technologies
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In the paper a combination of clustering, detection of risk spread curves in the clusters and prediction is presented. The risk curves are identified and analyzed by two different types of neural networks using supervised and unsupervised learning. Such an analysis allows estimation of future effects about issuers with currently increasing risk in the market.