hellebore-capital-limited documents

On clustering financial time series - A need for distances between dependent random variables

Science On clustering financial time series - A need for distances between dependent random variables

Exploring and measuring non-linear correlations

Data & Analytics Exploring and measuring non-linear correlations

On Clustering Financial Time Series - Beyond Correlation

Data & Analytics On Clustering Financial Time Series - Beyond Correlation

Clustering Financial Time Series using their Correlations and their Distributions

Data & Analytics Clustering Financial Time Series using their Correlations and their Distributions

Clustering Financial Time Series: How Long is Enough?

Data & Analytics Clustering Financial Time Series: How Long is Enough?

Optimal Transport vs. Fisher-Rao distance between Copulas

Data & Analytics Optimal Transport vs. Fisher-Rao distance between Copulas

A closer look at correlations

Data & Analytics A closer look at correlations

Clustering CDS: algorithms, distances, stability and convergence rates

Data & Analytics Clustering CDS: algorithms, distances, stability and convergence rates

On the stability of clustering financial time series

Science On the stability of clustering financial time series

Optimal Copula Transport for Clustering Time Series

Economy & Finance Optimal Copula Transport for Clustering Time Series

Clustering Random Walk Time Series

Science Clustering Random Walk Time Series

Optimal Transport between Copulas for Clustering Time Series

Data & Analytics Optimal Transport between Copulas for Clustering Time Series