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dc.contributor | Universitat Politècnica de Catalunya. Departament de Ciències de la Computació |
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dc.contributor | Universitat Politècnica de Catalunya. LARCA - Laboratori d'Algorísmia Relacional, Complexitat i Aprenentatge |
dc.contributor.author | Renedo Mirambell, Martí |
dc.contributor.author | Arratia Quesada, Argimiro Alejandro |
dc.date | 2016 |
dc.identifier.citation | Renedo, M., Arratia, A. Clustering of exchange rates and their dynamics under different dependence measures. A: Workshop on MIning DAta for financial applicationS. "Proceedings of the 1st Workshop on MIning DAta for financial applicationS (MIDAS 2016), Riva del Garda, Italy, September 19-23, 2016". Riva del Garda: CEUR-WS.org, 2016, p. 17-28. |
dc.identifier.citation | 1613-0073 |
dc.identifier.uri | http://hdl.handle.net/2117/103560 |
dc.language.iso | eng |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística |
dc.subject | Àrees temàtiques de la UPC::Economia i organització d'empreses::Macroeconomia::Finances |
dc.subject | Foreign exchange market |
dc.subject | Data mining |
dc.subject | Community detection |
dc.subject | Distance correlation |
dc.subject | Kendall correlation |
dc.subject | FX market |
dc.subject | Mercats financers |
dc.subject | Mineria de dades |
dc.title | Clustering of exchange rates and their dynamics under different dependence measures |
dc.type | info:eu-repo/semantics/publishedVersion |
dc.type | info:eu-repo/semantics/conferenceObject |
dc.description.abstract | |
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