Lead-lag detection and network clustering for multivariate time series with an application to the US equity market (2022)
Attributed to:
FAIR: Framework for responsible adoption of Artificial Intelligence in the financial seRvices industry
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