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Detection and clustering of lead-lag networks for multivariate time series with an application to financial markets (2021)

First Author: Stefanos Bennett

Attributed to: CHARMNET - Characterising Models for Networks funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: https://kdd-milets.github.io/milets2021/papers/MiLeTS2021_paper_10.pdf

Type: Conference/Paper/Proceeding/Abstract