Detecting intraday financial market states using temporal clustering (Q4554234): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: QRM / rank | |||
Normal rank | |||
Revision as of 21:28, 29 February 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
13 November 2018
0 references
market microstructure
0 references
temporal clustering
0 references
financial market states
0 references
state space reduction
0 references
