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Non-linear correlation analysis in financial markets using hierarchical
  clustering

Non-linear correlation analysis in financial markets using hierarchical clustering

12 January 2023
J. E. Salgado-Hernández
Manan Vyas
ArXiv (abs)PDFHTML

Papers citing "Non-linear correlation analysis in financial markets using hierarchical clustering"

1 / 1 papers shown
Title
COVID anomaly in the correlation analysis of S&P 500 market states
COVID anomaly in the correlation analysis of S&P 500 market states
M. M. Martínez-Ramos
Manan Vyas
Parisa Majari
T. Seligman
AIFin
17
1
0
28 Aug 2023
1