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"Multireference Alignment for Lead-Lag Detection in Multivariate Time ..."
Danni Shi, Jan-Peter Calliess, Mihai Cucuringu (2023)
- Danni Shi, Jan-Peter Calliess, Mihai Cucuringu:
Multireference Alignment for Lead-Lag Detection in Multivariate Time Series and Equity Trading. ICAIF 2023: 507-515
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