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]
@article{LiuZR22-0,
title = {Biclustering high-frequency financial time series based on information theory},
author = {Haitao Liu and Jian Zou and Nalini Ravishanker},
year = {2022},
doi = {10.1002/sam.11581},
url = {https://doi.org/10.1002/sam.11581},
researchr = {https://researchr.org/publication/LiuZR22-0},
cites = {0},
citedby = {0},
journal = {Statistical Analysis and Data Mining},
volume = {15},
number = {4},
pages = {447-462},
}