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Dynamic Rank Correlation Computing for Financial Risk Analysis

Wenjun Zhou, Keli Xiao, Fei Song. Dynamic Rank Correlation Computing for Financial Risk Analysis. In Hui Xiong, W. B. Lee, editors, Knowledge Science, Engineering and Management - 5th International Conference, KSEM 2011, Irvine, CA, USA, December 12-14, 2011. Proceedings. Volume 7091 of Lecture Notes in Computer Science, pages 269-280, Springer, 2011. [doi]

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Wenjun Zhou

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Keli Xiao

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Fei Song

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