Detecting intraday financial market states using temporal clustering (Q4554234): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: plfit / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1959701668 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1508.04900 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Complexity in economic and financial markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-field inference of Hawkes point processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ensemble properties of high-frequency data and intraday trading rules / rank
 
Normal rank
Property / cites work
 
Property / cites work: Power-Law Distributions in Empirical Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Modelling with Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The perception of time, risk and return during periods of speculation / rank
 
Normal rank
Property / cites work
 
Property / cites work: ROBUSTNESS IN SCALE-FREE NETWORKS: COMPARING DIRECTED AND UNDIRECTED NETWORKS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Understanding the cubic and half-cubic laws of financial fluctuations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial markets as nonlinear adaptive evolutionary systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dissecting financial markets: sectors and states / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5253267 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4837112 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Tale of Two Time Scales / rank
 
Normal rank

Latest revision as of 08:06, 17 July 2024

scientific article; zbMATH DE number 6976833
Language Label Description Also known as
English
Detecting intraday financial market states using temporal clustering
scientific article; zbMATH DE number 6976833

    Statements

    Detecting intraday financial market states using temporal clustering (English)
    0 references
    0 references
    0 references
    0 references
    13 November 2018
    0 references
    market microstructure
    0 references
    temporal clustering
    0 references
    financial market states
    0 references
    state space reduction
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers