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The top documents of hellebore-capital-limited
On clustering financial time series - A need for distances between dependent random variables
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Exploring and measuring non-linear correlations
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On Clustering Financial Time Series - Beyond Correlation
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Clustering Financial Time Series using their Correlations and their Distributions
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Clustering Financial Time Series: How Long is Enough?
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Optimal Transport vs. Fisher-Rao distance between Copulas
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A closer look at correlations
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Clustering CDS: algorithms, distances, stability and convergence rates
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On the stability of clustering financial time series
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Optimal Copula Transport for Clustering Time Series
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Clustering Random Walk Time Series
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Optimal Transport between Copulas for Clustering Time Series
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