Pages that link to "Item:Q4561907"

The following pages link to Time Series Clustering on Lower Tail Dependence for Portfolio Selection (Q4561907):

Displaying 5 items.

• Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach (Q2060787) (← links)
• A clustering-based portfolio strategy incorporating momentum effect and market trend prediction (Q2201385) (← links)
• A double clustering algorithm for financial time series based on extreme events (Q2397475) (← links)
• The Confrontation of Two Clustering Methods in Portfolio Management: Ward’s Method Versus DCA Method (Q3192958) (← links)
• A methodology for index tracking based on time-series clustering (Q4610248) (← links)