{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,23]],"date-time":"2024-10-23T06:24:50Z","timestamp":1729664690518,"version":"3.28.0"},"reference-count":25,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2013,4]]},"DOI":"10.1109\/cifer.2013.6611700","type":"proceedings-article","created":{"date-parts":[[2013,10,1]],"date-time":"2013-10-01T14:40:12Z","timestamp":1380638412000},"page":"74-81","source":"Crossref","is-referenced-by-count":5,"title":["Cluster analysis of high-dimensional high-frequency financial time series"],"prefix":"10.1109","author":[{"given":"Syed A.","family":"Pasha","sequence":"first","affiliation":[]},{"given":"Philip H.W.","family":"Leong","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"19","doi-asserted-by":"crossref","first-page":"47","DOI":"10.1016\/j.frl.2008.11.002","article-title":"Analysis of ultra-highfrequency financial data using advanced Fourier transforms","volume":"6","author":"giampaoli","year":"2009","journal-title":"Finance Research Letters"},{"key":"17","doi-asserted-by":"publisher","DOI":"10.1016\/S0098-3004(99)00026-6"},{"key":"18","doi-asserted-by":"publisher","DOI":"10.1007\/BF00680451"},{"key":"15","doi-asserted-by":"publisher","DOI":"10.1076\/brhm.30.2.178.1422"},{"key":"16","doi-asserted-by":"publisher","DOI":"10.1016\/S0098-3004(97)00087-3"},{"key":"13","doi-asserted-by":"publisher","DOI":"10.1086\/160554"},{"key":"14","doi-asserted-by":"publisher","DOI":"10.1086\/167197"},{"key":"11","doi-asserted-by":"publisher","DOI":"10.1007\/BF00656134"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.1007\/BF00648343"},{"journal-title":"Periodicities of Fx Markets in Intrinsic Time","year":"2010","author":"ng","key":"21"},{"key":"20","doi-asserted-by":"publisher","DOI":"10.1076\/brhm.30.2.149.1424"},{"journal-title":"Matrix Differential Calculus with Applications in Statistics and Econometrics","year":"1999","author":"magnus","key":"22"},{"key":"23","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511810817"},{"key":"24","first-page":"100","volume":"28","author":"hartigan","year":"1979","journal-title":"A k-means clustering algorithm"},{"key":"25","doi-asserted-by":"publisher","DOI":"10.1142\/p110"},{"key":"3","doi-asserted-by":"publisher","DOI":"10.1145\/1015330.1015408"},{"key":"2","first-page":"281","article-title":"Some methods for classification and analysis of multivariate observations","volume":"1","author":"macqueen","year":"1967","journal-title":"Proc 5th Berkeley Symp Mathematical Statistics and Probability"},{"key":"10","article-title":"The numerical analysis of the light-curve of 12 Lacertae","volume":"17 22","author":"barning","year":"1963","journal-title":"Bull Astron Inst Netherlands"},{"key":"1","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4757-1904-8","author":"joliffe","year":"1986","journal-title":"Principal Components Analysis"},{"journal-title":"Random Point Processes","year":"1975","author":"snyder","key":"7"},{"key":"6","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-71297-8_41"},{"journal-title":"SPIKES Exploring the Neural Code","year":"1997","author":"rieke","key":"5"},{"journal-title":"An Introduction to High-Frequency Finance","year":"2001","author":"dacorogna","key":"4"},{"key":"9","doi-asserted-by":"crossref","DOI":"10.1007\/978-3-642-17015-7","article-title":"Modelling irregularly spaced financial data","volume":"539","author":"hautsch","year":"2004","journal-title":"Lecture Notes in Economics and Mathematical Systems"},{"journal-title":"An Introduction to the Theory of Point Processes","year":"1988","author":"daley","key":"8"}],"event":{"name":"2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)","start":{"date-parts":[[2013,4,16]]},"location":"Singapore, Singapore","end":{"date-parts":[[2013,4,19]]}},"container-title":["2013 IEEE Conference on Computational Intelligence for Financial Engineering &amp; Economics (CIFEr)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/6596013\/6611687\/06611700.pdf?arnumber=6611700","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,21]],"date-time":"2017-06-21T18:56:04Z","timestamp":1498071364000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/6611700\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,4]]},"references-count":25,"URL":"https:\/\/doi.org\/10.1109\/cifer.2013.6611700","relation":{},"subject":[],"published":{"date-parts":[[2013,4]]}}}