Cluster analysis and Gaussian mixture extimation of correlated time-series by means of multi-dimensional scaling
Year of publication: |
2013
|
---|---|
Authors: | Ibuki, Takero ; Suzuki, Sei ; Inoue, Jun-ichi |
Published in: |
Econophysics of systemic risk and network dynamics : [Econophys-Kolkata VI Conference]. - Milan : Springer, ISBN 978-88-470-2552-3. - 2013, p. 239-259
|
Subject: | Clusteranalyse | Cluster analysis | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis |
-
Copula based flexible modeling of associations between clustered event times
Geerdens, C., (2015)
-
Eckstein, Peter P., (2008)
-
A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M., (2020)
- More ...
-
Statistical inference of co-movements of stocks during a financial crisis
Ibuki, Takero, (2013)
-
Ibuki, Takero, (2011)
-
Ibuki, Takero, (2010)
- More ...