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Uncovering the dynamics of correlation structures relative to the collective market motion - MaRDI portal

Uncovering the dynamics of correlation structures relative to the collective market motion (Q5857422)

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scientific article; zbMATH DE number 7330487
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Uncovering the dynamics of correlation structures relative to the collective market motion
scientific article; zbMATH DE number 7330487

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    Uncovering the dynamics of correlation structures relative to the collective market motion (English)
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    1 April 2021
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    clustering techniques
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    models of financial markets
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    machine learning
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    quantitative finance
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