Danni Shi, Jan-Peter Calliess, Mihai Cucuringu. Multireference Alignment for Lead-Lag Detection in Multivariate Time Series and Equity Trading. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 507-515, ACM, 2023. [doi]
Abstract is missing.