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Eprint first made available on ORBilu (E-prints, Working papers and Research blog)
The signature method : a new tool enhancing time series clustering
Clausel, Marianne
;
Lejay, Antoine
;
Terraza, Virginie
2020
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https://hdl.handle.net/10993/45173
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SignatureBasedClustering.pdf
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Disciplines :
Finance
Author, co-author :
Clausel, Marianne
Lejay, Antoine
Terraza, Virginie
;
University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Economics and Management (DEM)
Language :
English
Title :
The signature method : a new tool enhancing time series clustering
Publication date :
2020
Focus Area :
Finance
Available on ORBilu :
since 18 December 2020
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