Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models

11 May 2023

Papers citing "Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models"

3 / 3 papers shown

Title
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies Kieran Wood Samuel Kessler Stephen J. Roberts S. Zohren AI4TS 31 2 0 16 Oct 2023
Forecasting COVID-19 Caseloads Using Unsupervised Embedding Clusters of Social Media Posts Felix Drinkall S. Zohren J. Pierrehumbert 22 5 0 20 May 2022
GNNRank: Learning Global Rankings from Pairwise Comparisons via Directed Graph Neural Networks Yixuan He Quan Gan David Wipf Gesine Reinert Junchi Yan Mihai Cucuringu GNN FedML 26 19 0 01 Feb 2022