Mining financial time series data
A very rough outline(tasks) of the project:
1. data preprocessing, data clustering, classification and visualization
2. measuring data similarity and dissimilarity from different approaches
3. time series pattern matching (e.g. dynamic time warping)
4. study the possibilities in forecasting financial time series with data mining algorithms
5. carry out empirical and simulated studies
6. calculation/analysis/simulation will be done with programming (we need to write a program).