Forecasting market states (Q5234372): Difference between revisions

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+Sparse causality network retrieval from short time series
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+Q5483032
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+Correlation structure of extreme stock returns
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+A methodology for index tracking based on time-series clustering
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+Sparse inverse covariance estimation with the graphical lasso
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+Interacting neighbour point processes: Some models for clustering
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+Greedy Gaussian segmentation of multivariate time series
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+The elements of statistical learning. Data mining, inference, and prediction
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+Detecting intraday financial market states using temporal clustering
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+Clustering of time series data -- a survey
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+The multiplex dependency structure of financial markets
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+A sliding window-based multi-stage clustering and probabilistic forecasting approach for large multivariate time series data
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+Analysis of Financial Time Series
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+Error bounds for convolutional codes and an asymptotically optimum decoding algorithm
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