discovering intraday price patterns by using hierarchical self organizing maps chueh yung tsao chih hao chou dept of business administration chang gung university abstract useful information on the other hand ...
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...Discovering intraday price patterns by using hierarchical self organizing maps chueh yung tsao chih hao chou dept of business administration chang gung university abstract useful information on the other hand motivated from financial literature market situations at opening and about trading behavior we close are usually in headline use everyday newspaper to detect during three based above analysis un periods namely balanced activity different middle it is might result found empirical study that behaviors exhibit their unique this paper characteristic furthermore would like detected related see if these method used keywords data chart trajectory domain model proposed soms chen he introduction first orginazing search period any informa for identify interday tion be disclosed a geometric or pat via tern series considered more prominent feature such referred as microstructure applied same architecture frequent dur conduct rigorous statistical ing discovered results u shape pattern intra ko...