Lead-lag detection and network clustering for multivariate time series
with an application to the US equity market

Lead-lag detection and network clustering for multivariate time series with an application to the US equity market

20 January 2022

Stefanos Bennett

Mihai Cucuringu

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Papers citing "Lead-lag detection and network clustering for multivariate time series with an application to the US equity market"

14 / 14 papers shown

Title
Granger Causality: A Review and Recent Advances Ali Shojaie E. Fox CML AI4TS 73 270 0 05 May 2021
Higher-Order Spectral Clustering of Directed Graphs Steinar Laenen He Sun 43 23 0 10 Nov 2020
Spectral Ranking with Covariates Siu Lun Chau Ning Zhang Dino Sejdinovic 43 9 0 08 May 2020
Motif-Based Spectral Clustering of Weighted Directed Networks W. Underwood Andrew Elliott Mihai Cucuringu 46 12 0 02 Apr 2020
Hermitian matrices for clustering directed graphs: insights and applications Ning Zhang Huan Li He Sun Luca Zanetti 55 49 0 06 Aug 2019
Ranking and synchronization from pairwise measurements via SVD Alexandre d’Aspremont Ning Zhang Hemant Tyagi 48 22 0 06 Jun 2019
A physical model for efficient ranking in networks Caterina De Bacco D. Larremore Cristopher Moore 120 75 0 03 Sep 2017
The Impact of Random Models on Clustering Similarity Alexander J. Gates Yong-Yeol Ahn 61 126 0 23 Jan 2017
Exploring and measuring non-linear correlations: Copulas, Lightspeed Transportation and Clustering Gautier Marti Sébastien Andler Frank Nielsen Philippe Donnat 55 8 0 30 Oct 2016
A Primer on the Signature Method in Machine Learning I. Chevyrev Andrey Kormilitzin 495 216 0 11 Mar 2016
Spectral Ranking using Seriation Fajwel Fogel Alexandre d’Aspremont Milan Vojnović 139 22 0 20 Jun 2014
Quantifying causal influences Dominik Janzing David Balduzzi Moritz Grosse-Wentrup Bernhard Schölkopf CML 89 219 0 29 Mar 2012
A consistent adjacency spectral embedding for stochastic blockmodel graphs D. Sussman M. Tang D. E. Fishkind Carey E. Priebe 166 294 0 10 Aug 2011
Measuring and testing dependence by correlation of distances G. Székely Maria L. Rizzo N. K. Bakirov 277 2,599 0 28 Mar 2008