Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Segmentation analysis on a multivariate time series of the foreign
  exchange rates   This study considers the multivariate segmentation procedure under the
assumption of the multivariate Gaussian mixture. Jensen-Shannon divergence
between two multivariate Gaussian distributions is employed as a discriminator
and a recursive segmentation procedure is proposed. The daily log-return time
series for 30 currency pairs consisting of 12 currencies for the last decade
(January 3, 2001 to December 30, 2011) are analyzed using the proposed method.
The proposed method can detect several important periods related to the
significant affairs of the international economy.

20
The categories of this paper are: acc-phys
5
The categories of this paper are: gr-qc
0
The categories of this paper are: hep-ph
26
The categories of this paper are: bayes-an
6
The categories of this paper are: astro-ph
32
The categories of this paper are: atom-ph
4
The categories of this paper are: cond-mat
11
The categories of this paper are: hep-lat
8
The categories of this paper are: hep-ex
27
The categories of this paper are: comp-gas
23
The categories of this paper are: solv-int
21
The categories of this paper are: adap-org
12
The categories of this paper are: nucl-th
1
The categories of this paper are: cs
2
The categories of this paper are: math
15
The categories of this paper are: nucl-ex