Pages that link to "Item:Q319224"
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The following pages link to Clustering financial time series: new insights from an extended hidden Markov model (Q319224):
Displaying 19 items.
- Latent class models for financial data analysis: some statistical developments (Q257416) (← links)
- A hidden Markov model for latent temporal clustering with application to ideological alignment in the U.S. Supreme Court (Q1658411) (← links)
- Estimating stochastic discount factor models with hidden regimes: applications to commodity pricing (Q1681295) (← links)
- Optimal unions of hidden classes (Q1725832) (← links)
- Extracting clusters from aggregate panel data: a market segmentation study (Q1734765) (← links)
- Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Robust multivariate and functional archetypal analysis with application to financial time series analysis (Q2154385) (← links)
- Detecting stock market regimes from option prices (Q2157892) (← links)
- Trimmed fuzzy clustering of financial time series based on dynamic time warping (Q2241126) (← links)
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- Clustering of financial time series in risky scenarios (Q2418377) (← links)
- Financial clustering in presence of dominant markets (Q2418401) (← links)
- Dimension reduction for longitudinal multivariate data by optimizing class separation of projected latent Markov models (Q2666058) (← links)
- Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks (Q2670553) (← links)
- The number of regimes across asset returns: identification and economic value (Q2929381) (← links)
- Nonparametric dependence modeling via cluster analysis: A financial contagion application (Q5084004) (← links)
- Identifying household finance heterogeneity via deep clustering (Q6115948) (← links)
- A testing approach to clustering scalar time series (Q6135376) (← links)
