Clustering financial time series to generate a new method of factor neutralization : an empirical study
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 | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Clusteranalyse | Cluster analysis | Finanzmarkt | Financial market | Regionales Cluster | Regional cluster | Schätzung | Estimation |
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