Pages that link to "Item:Q957018"
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The following pages link to Clustering financial time series: an application to mutual funds style analysis (Q957018):
Displaying 28 items.
- Latent class models for financial data analysis: some statistical developments (Q257416) (← links)
- Applications of optimization heuristics to estimation and modelling problems (Q957002) (← links)
- Time series clustering based on forecast densities (Q1010412) (← links)
- Genetic clustering of social networks using random walks (Q1020734) (← links)
- Discrimination of locally stationary time series using wavelets (Q1020891) (← links)
- Time series clustering and classification by the autoregressive metric (Q1023515) (← links)
- Clustering heteroskedastic time series by model-based procedures (Q1023824) (← links)
- Polarization of forecast densities: a new approach to time series classification (Q1615245) (← links)
- Dynamics of cluster structure in financial correlation matrix (Q1694154) (← links)
- Pitfalls in linear models for style analysis (Q1767028) (← links)
- On the classification of financial data with domain agnostic features (Q2060754) (← links)
- A computational technique to classify several fractional Brownian motion processes (Q2145498) (← links)
- Trimmed fuzzy clustering of financial time series based on dynamic time warping (Q2241126) (← links)
- A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples (Q2361221) (← links)
- A double clustering algorithm for financial time series based on extreme events (Q2397475) (← links)
- Clustering of financial time series in risky scenarios (Q2418377) (← links)
- Financial clustering in presence of dominant markets (Q2418401) (← links)
- Self-organizing maps could improve the classification of Spanish mutual funds (Q2503075) (← links)
- Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
- Time Series Factorial Models with Uncertainty Measures: Applications to ARMA Processes and Financial Data (Q3006282) (← links)
- Technical Note: Longitudinal Performance Stratification—An Iterative Kolmogorov-Smirnov Approach (Q3116757) (← links)
- The Confrontation of Two Clustering Methods in Portfolio Management: Ward’s Method Versus DCA Method (Q3192958) (← links)
- Time Series Clustering on Lower Tail Dependence for Portfolio Selection (Q4561907) (← links)
- A methodology for index tracking based on time-series clustering (Q4610248) (← links)
- Analysis of mutual funds’ management styles: a modeling, ranking and visualizing approach (Q5123659) (← links)
- Volatility clustering in the presence of time-varying model parameters (Q5128972) (← links)
- Empirical study on mutual fund objective classification (Q5490031) (← links)
- Clustering high-frequency financial time series based on information theory (Q6580687) (← links)
