Session Financial Time Series Analysis
Chair Shu-Heng Chen
Co-Chair Uzay Kaymak

Cluster Analysis of High-Dimensional High-Frequency Financial Time Series
Syed A. Pasha and Philip H. W. Leong

Simplified Evolving Rule-Based Fuzzy Modeling of Realized Volatility Forecasting with Jumps
L. Maciel, F. Gomide, R. Ballini and R. Yager

Empirical Analysis of Model Selection Criteria for Genetic Programming in Modeling of Time Series System
A. Garg, S. Sriram and K. Tai

Optimum Quantizing of Monotonic Nondecreasing Arrays
William W. Y. Hsu, Cheng-Yu Lu, Ming-Yang Kao and Jan-Ming Ho