Dynamic Time Warp

Interesting read over on Systematic Investor, “Time Series Matching with Dynamic Time Warping”.  Would be interesting to apply DTW against trading recommendations.   Another paper on DTW also looking interesting: Trading Strategies based on Pattern Recognition in Stock Futures Market using Dynamic Time Warping Algorithm.  Likewise: Patterns In Financial Markets:dynamic Time Warping


~ by mdavey on August 15, 2014.

One Response to “Dynamic Time Warp”

  1. I remember someone asking about time series and pattern detection on the Mahout mailing list a while ago – http://markmail.org/thread/f6fjplmxuq4cpnmk. I think the Etsy team has done some interesting work in this area for their data center monitoring.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )


Connecting to %s

%d bloggers like this: