Cepstral-based clustering of financial time series

Pierpaolo D'Urso, Livia De Giovanni, Riccardo Massari, Rita Laura D'Ecclesia, Elizabeth Ann Maharaj. Cepstral-based clustering of financial time series. Expert Syst. Appl., 161:113705, 2020. [doi]

@article{DUrsoGMDM20,
  title = {Cepstral-based clustering of financial time series},
  author = {Pierpaolo D'Urso and Livia De Giovanni and Riccardo Massari and Rita Laura D'Ecclesia and Elizabeth Ann Maharaj},
  year = {2020},
  doi = {10.1016/j.eswa.2020.113705},
  url = {https://doi.org/10.1016/j.eswa.2020.113705},
  researchr = {https://researchr.org/publication/DUrsoGMDM20},
  cites = {0},
  citedby = {0},
  journal = {Expert Syst. Appl.},
  volume = {161},
  pages = {113705},
}