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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / OpenAlex ID
 
Property / OpenAlex ID: W1959701668 / rank
 
Normal rank

Revision as of 22:44, 19 March 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