Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach

International Journal of Approximate Reasoning ◽

10.1016/j.ijar.2021.09.004 ◽

2021 ◽

Author(s):

Giovanni De Luca ◽

Paola Zuccolotto

Keyword(s):

Time Series ◽

Tail Dependence ◽

Time Series Clustering ◽

Copula Approach ◽

Multivariate Copula

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A tail dependence-based dissimilarity measure for financial time series clustering

Advances in Data Analysis and Classification ◽

10.1007/s11634-011-0098-3 ◽

2011 ◽

Vol 5 (4) ◽

pp. 323-340 ◽

Author(s):

Giovanni De Luca ◽

Paola Zuccolotto

Keyword(s):

Time Series ◽

Financial Time Series ◽

Tail Dependence ◽

Dissimilarity Measure ◽

Time Series Clustering ◽

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Time Series Clustering on Lower Tail Dependence for Portfolio Selection

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-02499-8_12 ◽

2014 ◽

pp. 131-140 ◽

Author(s):

Giovanni De Luca ◽

Paola Zuccolotto

Keyword(s):

Time Series ◽

Portfolio Selection ◽

Tail Dependence ◽

Time Series Clustering

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Taking Time (Really) Seriously. Improving Forecasts With Time-Series Clustering

SSRN Electronic Journal ◽

10.2139/ssrn.3531255 ◽

2019 ◽

Author(s):

Thomas Chadefaux

Keyword(s):

Time Series ◽

Time Series Clustering

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DATA VISUALIZATION IN THE PROBLEM OF THE TIME SERIES CLUSTERING

Modern Technologies in Science and Education MTSE-2020, Vol.4 ◽

10.21667/978-5-6044782-2-6-21-30 ◽

2020 ◽

Author(s):

L.A. Demidova ◽

◽

M.A. Stepanov ◽

Keyword(s):

Time Series ◽

Data Visualization ◽

Time Series Clustering

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Multivariate time-series clustering based on component relationship networks

Expert Systems with Applications ◽

10.1016/j.eswa.2021.114649 ◽

2021 ◽

Vol 173 ◽

pp. 114649

Author(s):

Hailin Li ◽

Tian Du

Keyword(s):

Time Series ◽

Multivariate Time Series ◽

Time Series Clustering ◽

Relationship Networks

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A Generative Time Series Clustering Framework Based on an Ensemble Mixture of HMMs

2020 IEEE 32nd International Conference on Tools with Artificial Intelligence (ICTAI) ◽

10.1109/ictai50040.2020.00126 ◽

2020 ◽

Author(s):

Mohamad Kanaan ◽

Khalid Benabdeslem ◽

Hamamache Kheddouci

Keyword(s):

Time Series ◽

Time Series Clustering

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Time-Series Clustering Methodology for Estimating Atmospheric Phase Screen in Ground-Based InSAR Data

IEEE Transactions on Geoscience and Remote Sensing ◽

10.1109/tgrs.2021.3072037 ◽

2021 ◽

pp. 1-9

Author(s):

Yuta Izumi ◽

Giovanni Nico ◽

Motoyuki Sato

Keyword(s):

Time Series ◽

Phase Screen ◽

Time Series Clustering

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Multivariate time series clustering based on complex network

Pattern Recognition ◽

10.1016/j.patcog.2021.107919 ◽

2021 ◽

pp. 107919

Author(s):

Hailin Li ◽

Zechen Liu

Keyword(s):

Time Series ◽

Complex Network ◽

Multivariate Time Series ◽

Time Series Clustering

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Robust mean-variance portfolio selection with time series clustering

10.1063/5.0042172 ◽

2021 ◽

Author(s):

La Gubu ◽

Dedi Rosadi ◽

Abdurakhman

Keyword(s):

Time Series ◽

Portfolio Selection ◽

Time Series Clustering ◽

Mean Variance Portfolio ◽

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The time series clustering of stock price in LQ45 index and its financial performance analysis

Journal of Physics Conference Series ◽

10.1088/1742-6596/1943/1/012129 ◽

2021 ◽

Vol 1943 (1) ◽

pp. 012129

Author(s):

Afrimayani ◽

D Devianto

Keyword(s):

Time Series ◽

Performance Analysis ◽

Financial Performance ◽

Stock Price ◽

Time Series Clustering

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