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"Lead-lag detection and network clustering for multivariate time series ..."

Stefanos Bennett, Mihai Cucuringu, Gesine Reinert (2022)

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DOI: 10.1007/S10994-022-06250-4

access: open

type: Journal Article

metadata version: 2023-01-05

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Stefanos Bennett, Mihai Cucuringu, Gesine Reinert:
Lead-lag detection and network clustering for multivariate time series with an application to the US equity market. Mach. Learn. 111(12): 4497-4538 (2022)

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