Modeling multivariate financial time series based on correlation clustering.
Zhou, Tu. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2008. === Includes bibliographical references (leaves 61-70). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.0 === Chapter 1.1 --- Motivation and Objective --- p.0 === Chapter 1.2 --- Major Contribution --...
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| Format: | Others |
| Language: | English Chinese |
| Published: |
2008
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| Online Access: | http://library.cuhk.edu.hk/record=b5896838 http://repository.lib.cuhk.edu.hk/en/item/cuhk-326550 |