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"Clustering-Based Cross-Sectional Regime Identification for Financial ..."

Rongbo Chen et al. (2022)

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DOI: 10.1007/978-3-031-12426-6_1

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-21

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  dblp key:
  - conf/dexa/ChenSXPW22
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Rongbo Chen, Mingxuan Sun, Kunpeng Xu, Jean-Marc Patenaude, Shengrui Wang:
Clustering-Based Cross-Sectional Regime Identification for Financial Market Forecasting. DEXA (2) 2022: 3-16

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