Pages that link to "Item:Q319224"

The following pages link to Clustering financial time series: new insights from an extended hidden Markov model (Q319224):

Displaying 12 items.

• Estimating stochastic discount factor models with hidden regimes: applications to commodity pricing (Q1681295) (← links)
• Optimal unions of hidden classes (Q1725832) (← links)
• Extracting clusters from aggregate panel data: a market segmentation study (Q1734765) (← links)
• Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
• Option pricing with conditional GARCH models (Q2028829) (← links)
• Robust multivariate and functional archetypal analysis with application to financial time series analysis (Q2154385) (← links)
• Detecting stock market regimes from option prices (Q2157892) (← links)
• Trimmed fuzzy clustering of financial time series based on dynamic time warping (Q2241126) (← links)
• Multi-period portfolio selection with drawdown control (Q2288940) (← links)
• Dimension reduction for longitudinal multivariate data by optimizing class separation of projected latent Markov models (Q2666058) (← links)
• Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks (Q2670553) (← links)
• A testing approach to clustering scalar time series (Q6135376) (← links)