Biclustering high-frequency financial time series based on information theory

Haitao Liu, Jian Zou, Nalini Ravishanker. Biclustering high-frequency financial time series based on information theory. Statistical Analysis and Data Mining, 15(4):447-462, 2022. [doi]

Authors

Haitao Liu

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Jian Zou

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Nalini Ravishanker

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