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
Language | Label | Description | Also known as |
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English | 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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