most citedTime-Series K-means in Causal Inference and Mechanism Clustering for Financial Data

2 citations · 2 across the 2 of their papers we have counts for

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2 papers

q-fin.ST2022★ 2 cited

Time-Series K-means in Causal Inference and Mechanism Clustering for Financial Data

Minheng Xiao

This paper investigates the application of Time Series K-means (TS-K-means) within the context of causal inference and mechanism clustering of financial time series data. Tradition…

stat.AP2022

Data-Driven Risk Measurement by SV-GARCH-EVT Model

Minheng Xiao

This paper aims to more effectively manage and mitigate stock market risks by accurately characterizing financial market returns and volatility. We enhance the Stochastic Volatilit…