"Dynamic Time Warping for Lead-Lag Relationship Detection in Lagged ..."

Yichi Zhang et al. (2023)

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DOI: 10.1145/3604237.3626904

access: closed

type: Conference or Workshop Paper

metadata version: 2023-12-10

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Yichi Zhang, Mihai Cucuringu, Alexander Y. Shestopaloff, Stefan Zohren:
Dynamic Time Warping for Lead-Lag Relationship Detection in Lagged Multi-Factor Models. ICAIF 2023: 454-462

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