Detecting intraday financial market states using temporal clustering
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Tim Gebbie & Fayyaaz Loonat, 2016. "Learning zero-cost portfolio selection with pattern matching," Papers 1605.04600, arXiv.org.
- Dieter Hendricks, 2016. "Using real-time cluster configurations of streaming asynchronous features as online state descriptors in financial markets," Papers 1603.06805, arXiv.org, revised May 2017.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-08-30 (All new papers)
- NEP-ETS-2015-08-30 (Econometric Time Series)
- NEP-GER-2015-08-30 (German Papers)
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