A double clustering algorithm for financial time series based on extreme events (Q2397475)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A double clustering algorithm for financial time series based on extreme events |
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A double clustering algorithm for financial time series based on extreme events (English)
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22 May 2017
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financial time series clustering
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tail dependence
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copula functions
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portfolio selection
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