Lead-lag detection and network clustering for multivariate time series with an application to the us equity market (Q6097122)
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scientific article; zbMATH DE number 7694470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lead-lag detection and network clustering for multivariate time series with an application to the us equity market |
scientific article; zbMATH DE number 7694470 |
Statements
Lead-lag detection and network clustering for multivariate time series with an application to the us equity market (English)
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12 June 2023
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high-dimensional time series
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unsupervised learning
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lead-lag
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clustering
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financial markets
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directed networks
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flow imbalance
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