Clustering framework based on multi-scale analysis of intraday financial time series
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DOI: 10.1016/j.physa.2020.125728
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- Carlo Drago & Andrea Scozzari, 2023. "A Network-Based Analysis for Evaluating Conditional Covariance Estimates," Mathematics, MDPI, vol. 11(2), pages 1-19, January.
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Keywords
Clustering; Financial time series; Quantitative investment; Intraday trading;All these keywords.
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