Gladys Hui Ting Lee
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View article: The Japanese Economy in Crises: A Time Series Segmentation Study
The Japanese Economy in Crises: A Time Series Segmentation Study Open
The authors performed a comprehensive time series segmentation study on the 36 Nikkei Japanese industry indices from 1 January 1996 to 11 June 2010. From the temporal distributions of the clustered segments, we found that the Japanese econ…
View article: The Japanese Economy in Crises: A Time Series Segmentation Study [Dataset]
The Japanese Economy in Crises: A Time Series Segmentation Study [Dataset] Open
We performed a comprehensive time series segmentation study on the 36 Nikkei Jap anese industry indices from 1 January 1996 to 11 June 2010. From the temporal distributions of the clustered segments, we found that the Japanese economy neve…
View article: temporal.xlsx
temporal.xlsx Open
View article: temporal_1.xlsx
temporal_1.xlsx Open
View article: temporal_2.xlsx
temporal_2.xlsx Open
View article: temporal_3.xlsx
temporal_3.xlsx Open
View article: TIME SERIES SEGMENTATION AS A DISCOVERY TOOL - A Case Study of the US and Japanese Financial Markets
TIME SERIES SEGMENTATION AS A DISCOVERY TOOL - A Case Study of the US and Japanese Financial Markets Open
View article: Data.rar
Data.rar Open
View article: Will the US Economy Recover in 2010? A Minimal Spanning Tree Study
Will the US Economy Recover in 2010? A Minimal Spanning Tree Study Open
We calculated the cross correlations between the half-hourly times series of the ten Dow Jones US economic sectors over the period February 2000 to August 2008, the two-year intervals 2002--2003, 2004--2005, 2008--2009, and also over 11 se…
View article: Causal Links Between US Economic Sectors
Causal Links Between US Economic Sectors Open
In this paper, we perform a comparative segmentation and clustering analysis of the time series for the ten Dow Jones US economic sector indices between 14 February 2000 and 31 August 2008. From the temporal distributions of clustered segm…