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Lead-lag detection and network clustering for multivariate time series with an application to the US equity market (2022)

First Author: Bennett S

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

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s10994-022-06250-4

Publication URI: http://dx.doi.org/10.1007/s10994-022-06250-4

Type: Journal Article/Review

Parent Publication: Machine Learning

Issue: 12