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Clustering high-frequency financial time series based on information theory - MaRDI portal

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Clustering high-frequency financial time series based on information theory (Q6580687)

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scientific article; zbMATH DE number 7888902
Language Label Description Also known as
English
Clustering high-frequency financial time series based on information theory
scientific article; zbMATH DE number 7888902

    Statements

    title
    Clustering high-frequency financial time series based on information theory (English)
    0 references
    author
    Haitao Liu
    0 references
    Jian Zou
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    Nalini Ravishanker
    0 references
    publication date
    29 July 2024
    0 references
    zbMATH Keywords
    clustering
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    high-frequency
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    mutual information
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    time series
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    Identifiers

    zbMATH DE Number
    7888902
    0 references
    DOI
    10.1002/ASMB.2644
    0 references
     
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