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Frank Nielsen — most-cited papers & profile · Time Series
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Frank Nielsen
4
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0
citations ·
41
h-index
Shizuoka University · Sony Computer Science Laboratories
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Most-cited papers
Clustering Financial Time Series: How Long is Enough?
2016
On clustering financial time series: a need for distances between dependent random variables
2016
Optimal Transport vs. Fisher-Rao distance between Copulas for Clustering Multivariate Time Series
2016
A review of two decades of correlations, hierarchies, networks and clustering in financial markets
2017
Top co-authors
Gautier Marti
· 4
Philippe Donnat
· 4
S\'ebastien Andler
· 3
Miko{\l}aj Bi\'nkowski
· 1
Topics
Domain — Finance
Probabilistic