Review: A Symbolic Representation of Time Series, with Implications for Streaming Algorithms
In [1], the authors present a method for constructing a symbolic (nominal) representation for real-valued time series data. A symbolic representation …
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Cointegration and Pairs Trading: When Time Series Move Together
Pairs trading rests on a simple idea: find two assets that move together, wait for them to diverge, and bet on convergence. The hard part is defining …