Pages that link to "Item:Q2397475"

The following pages link to A double clustering algorithm for financial time series based on extreme events (Q2397475):

Displaying 7 items.

• Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
• Dynamic tail dependence clustering of financial time series (Q1685205) (← links)
• Regime dependent interconnectedness among fuzzy clusters of financial time series (Q2036158) (← links)
• Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach (Q2060787) (← links)
• Trimmed fuzzy clustering of financial time series based on dynamic time warping (Q2241126) (← links)
• Clustering of financial instruments using jump tail dependence coefficient (Q2324271) (← links)
• Clustering of financial time series in risky scenarios (Q2418377) (← links)