Clustering Market Regimes using the Wasserstein Distance

22 October 2021

Papers citing "Clustering Market Regimes using the Wasserstein Distance"

5 / 5 papers shown

Title
Agglomerative Clustering of Simulation Output Distributions Using Regularized Wasserstein Distance Mohammadmahdi Ghasemloo David J. Eckman 24 0 0 16 Jul 2024
Automated regime detection in multidimensional time series data using sliced Wasserstein k-means clustering Qinmeng Luan James Hamp AI4TS 16 0 0 02 Oct 2023
Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures Zacharia Issa Blanka Horvath 29 4 0 27 Jun 2023
The geometry of financial institutions -- Wasserstein clustering of financial data Lorenz Riess Mathias Beiglbock J. Temme Andreas Wolf Julio Backhoff 8 2 0 05 May 2023
Variational Wasserstein Clustering Liang Mi Wen Zhang X. Gu Yalin Wang OT 48 42 0 23 Jun 2018