Automated regime classification in multidimensional time series data using sliced Wasserstein k-means clustering

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Luan, Qinmeng, Hamp, James
Format:	Preprint
Published:	2023
Subjects:	Computational Finance Machine Learning Mathematical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2310.01285