Pages that link to "Item:Q957018"

The following pages link to Clustering financial time series: an application to mutual funds style analysis (Q957018):

Displaying 16 items.

• Latent class models for financial data analysis: some statistical developments (Q257416) (← links)
• Applications of optimization heuristics to estimation and modelling problems (Q957002) (← links)
• Time series clustering based on forecast densities (Q1010412) (← links)
• Genetic clustering of social networks using random walks (Q1020734) (← links)
• Discrimination of locally stationary time series using wavelets (Q1020891) (← links)
• Time series clustering and classification by the autoregressive metric (Q1023515) (← links)
• Clustering heteroskedastic time series by model-based procedures (Q1023824) (← links)
• Polarization of forecast densities: a new approach to time series classification (Q1615245) (← links)
• Dynamics of cluster structure in financial correlation matrix (Q1694154) (← links)
• A computational technique to classify several fractional Brownian motion processes (Q2145498) (← links)
• Trimmed fuzzy clustering of financial time series based on dynamic time warping (Q2241126) (← links)
• A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples (Q2361221) (← links)
• A double clustering algorithm for financial time series based on extreme events (Q2397475) (← links)
• Clustering of financial time series in risky scenarios (Q2418377) (← links)
• Financial clustering in presence of dominant markets (Q2418401) (← links)
• Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)