Identifying market behaviours using European Stock Index time series by a hybrid segmentation algorithm

Published in Neural Processing Letters, 2017

Recommended citation: Antonio Manuel Durán-Rosal, Mónica Paz, Pedro Antonio Gutiérrez, César Hervás-Martínez, "Identifying market behaviours using European Stock Index time series by a hybrid segmentation algorithm." Neural Processing Letters, Vol. 46(3), 2017, pp.767-790. http://doi.org/10.1007/s11063-017-9592-8