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2016 | 129 | 5 | 927-931
Article title

Multiway Similarity Approach Based on Divergence Functions and Smoothness Measure

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EN
Abstracts
EN
In this paper we present a novel similarity measure method for financial data. In our approach, we propose the assessment of the similarity in a coherent hierarchical and multi-faceted way, following the general scheme where various detailed basic measures may be used like the Fermi-Dirac divergence, Bose-Einstein divergence, or our new smoothness measure. The presented method is tested on benchmark and real stock markets data.
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Year
Volume
129
Issue
5
Pages
927-931
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Dates
published
2016-05
References
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Document Type
Publication order reference
YADDA identifier
bwmeta1.element.bwnjournal-article-appv129n506kz
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