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Max Menzies

Clustering volatility regimes for dynamic trading strategies

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Apr 21, 2020
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Optimally adaptive Bayesian spectral density estimation

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Mar 04, 2020
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Equivalence relations and $L^p$ distances between time series

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Feb 07, 2020
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Identifying similarity and anomalies for cryptocurrency moments and distribution extremities

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Jan 26, 2020
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Novel semi-metrics for multivariate change point analysis and anomaly detection

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Nov 04, 2019
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