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