A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures (Q5078664)

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scientific article; zbMATH DE number 7531149
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A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures
scientific article; zbMATH DE number 7531149

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    A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures (English)
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    23 May 2022
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    clustering techniques
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    risk measure and management
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    machine learning
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    quantitative finance
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