Pages that link to "Item:Q5075241"
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The following pages link to Structural Clustering of Volatility Regimes for Dynamic Trading Strategies (Q5075241):
Displaying 6 items.
- Understanding the determinants of volatility clustering in terms of stationary Markovian processes (Q1619870) (← links)
- Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes (Q2152550) (← links)
- Dynamic mode decomposition for financial trading strategies (Q4554232) (← links)
- A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering (Q4619485) (← links)
- Volatility trading via temporal pattern recognition in quantised financial time series (Q5960678) (← links)
- Equivalence relations and \(L^p\) distances between time series with application to the black summer Australian bushfires (Q6102441) (← links)