Dynamical clustering of exchange rates

DOI10.1080/14697688.2012.668288zbMath1279.91130arXiv0905.4912OpenAlexW2105480448MaRDI QIDQ5745629

Mark McDonald, Nick S. Jones, Peter J. Mucha, Daniel J. Fenn, Stacy Williams, Mason A. Porter, Neil F. Johnson

Publication date: 30 January 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.4912

zbMATH Keywords

networkscommunity detectionforeign exchange market

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric estimation (62G05) Statistical methods; economic indices and measures (91B82)

Related Items

Community Detection in Temporal Multilayer Networks, with an Application to Correlation Networks, Post-processing partitions to identify domains of modularity optimization, The multiplex dependency structure of financial markets

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