Pages that link to "Item:Q957018"

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

Displayed 17 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)
• 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)
• Time Series Clustering on Lower Tail Dependence for Portfolio Selection (Q4561907) ‎ (← links)
• Volatility clustering in the presence of time-varying model parameters (Q5128972) ‎ (← links)