Applying a hybrid algorithm to the segmentation of the spanish stock market index time series

CESAR HERVAS MARTINEZPEDRO ANTONIO GUTIÉRREZ PEÑA2026-01-292026-01-29201510.1007/978-3-319-19222-2_62-s2.0-84937700075https://www.scopus.com/inward/record.uri?eid=2-s2.https://ucocris.uco.es/handle/123456789/26267Computer Science (all)Theoretical Computer ScienceComputer Science (all)Theoretical Computer ScienceApplying a hybrid algorithm to the segmentation of the spanish stock market index time seriesconference paper