SparseDTW

MaRDI QIDQ45064swMATHFDO

Official website https://arxiv.org/abs/1201.2969

Cited in

(7)

• Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
• Analysis of stock market indices through multidimensional scaling
• shapeDTW
• dtwSat
• QuantQuote
• UCR Suite
• Time works well: dynamic time warping based on time weighting for time series data mining

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