Chen, Wei; Qu, Shuai; Jiang, Manrui; Jiang, Cheng The construction of multilayer stock network model. (English) Zbl 07464414 Physica A 565, Article ID 125608, 21 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{W. Chen} et al., Physica A 565, Article ID 125608, 21 p. (2021; Zbl 07464414) Full Text: DOI OpenURL
De Luca, Giovanni; Zuccolotto, Paola Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach. (English) Zbl 07443203 Int. J. Approx. Reasoning 139, 88-103 (2021). MSC: 68T37 PDF BibTeX XML Cite \textit{G. De Luca} and \textit{P. Zuccolotto}, Int. J. Approx. Reasoning 139, 88--103 (2021; Zbl 07443203) Full Text: DOI OpenURL
D’Urso, Pierpaolo; De Giovanni, Livia; Massari, Riccardo Trimmed fuzzy clustering of financial time series based on dynamic time warping. (English) Zbl 1477.62289 Ann. Oper. Res. 299, No. 1-2, 1379-1395 (2021). MSC: 62P05 62H30 62M10 62M86 91G15 PDF BibTeX XML Cite \textit{P. D'Urso} et al., Ann. Oper. Res. 299, No. 1--2, 1379--1395 (2021; Zbl 1477.62289) Full Text: DOI OpenURL
Marti, Gautier; Nielsen, Frank; Bińkowski, Mikołaj; Donnat, Philippe A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (English) Zbl 1471.91547 Nielsen, Frank (ed.), Progress in information geometry. Theory and applications. Based on discussions of the fourth international conference on geometric science of information, GSI’2019, Toulouse, France, August 27–29, 2019. Cham: Springer. Signals Commun. Technol., 245-274 (2021). MSC: 91G15 91G45 91-02 PDF BibTeX XML Cite \textit{G. Marti} et al., in: Progress in information geometry. Theory and applications. Based on discussions of the fourth international conference on geometric science of information, GSI'2019, Toulouse, France, August 27--29, 2019. Cham: Springer. 245--274 (2021; Zbl 1471.91547) Full Text: DOI arXiv OpenURL
De Luca, Giovanni; Zuccolotto, Paola Regime dependent interconnectedness among fuzzy clusters of financial time series. (English) Zbl 07363876 Adv. Data Anal. Classif., ADAC 15, No. 2, 315-336 (2021). MSC: 62H30 62M10 PDF BibTeX XML Cite \textit{G. De Luca} and \textit{P. Zuccolotto}, Adv. Data Anal. Classif., ADAC 15, No. 2, 315--336 (2021; Zbl 07363876) Full Text: DOI OpenURL
Fuchs, Sebastian; Di Lascio, F. Marta L.; Durante, Fabrizio Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables. (English) Zbl 07345459 Comput. Stat. Data Anal. 159, Article ID 107201, 26 p. (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Fuchs} et al., Comput. Stat. Data Anal. 159, Article ID 107201, 26 p. (2021; Zbl 07345459) Full Text: DOI arXiv OpenURL
Lafuente-Rego, B.; D’Urso, P.; Vilar, J. A. Robust fuzzy clustering based on quantile autocovariances. (English) Zbl 1467.62118 Stat. Pap. 61, No. 6, 2393-2448 (2020). MSC: 62H86 62H30 62G08 62M10 62P05 PDF BibTeX XML Cite \textit{B. Lafuente-Rego} et al., Stat. Pap. 61, No. 6, 2393--2448 (2020; Zbl 1467.62118) Full Text: DOI Link OpenURL
Yang, Chen; Jiang, Wenjun; Wu, Jiang; Liu, Xin; Li, Zhichuan Clustering of financial instruments using jump tail dependence coefficient. (English) Zbl 1427.62124 Stat. Methods Appl. 27, No. 3, 491-513 (2018). MSC: 62P05 62H30 62H05 60G51 PDF BibTeX XML Cite \textit{C. Yang} et al., Stat. Methods Appl. 27, No. 3, 491--513 (2018; Zbl 1427.62124) Full Text: DOI OpenURL
De Luca, Giovanni; Zuccolotto, Paola A double clustering algorithm for financial time series based on extreme events. (English) Zbl 1362.60051 Stat. Risk. Model. 34, No. 1-2, 1-12 (2017). MSC: 60G70 62M10 PDF BibTeX XML Cite \textit{G. De Luca} and \textit{P. Zuccolotto}, Stat. Risk. Model. 34, No. 1--2, 1--12 (2017; Zbl 1362.60051) Full Text: DOI Link OpenURL
Durante, Fabrizio; Pappadà, Roberta; Torelli, Nicola Clustering of time series via non-parametric tail dependence estimation. (English) Zbl 1317.62053 Stat. Pap. 56, No. 3, 701-721 (2015). MSC: 62H30 62H20 62M10 PDF BibTeX XML Cite \textit{F. Durante} et al., Stat. Pap. 56, No. 3, 701--721 (2015; Zbl 1317.62053) Full Text: DOI OpenURL