Clustering financial time series to generate a new method of factor neutralization : an empirical study
Yudong Chen, Renzhe Xu, Jiawei Wang, Hao Yang and Xiong Wang
| Year of publication: |
2021
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|---|---|
| Authors: | Chen, Yudong ; Xu, Renzhe ; Wang, Jiawei ; Yang, Hao ; Xiong, Wang |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 8.2021, 2, p. 1-24
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| Subject: | Financial time series | clustering algorithm | factor neutralization | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Clusteranalyse | Cluster analysis | Finanzmarkt | Financial market | Regionales Cluster | Regional cluster |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S242478632141005X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012662326