78 citations · 161 across the 7 of their papers we have counts for
Showing 2015Show all
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stat.ML2015★ 44 cited
Statistical Inference, Learning and Models in Big Data
Beate Franke, Jean-François Plante, Ribana Roscher +11
The need for new methods to deal with big data is a common theme in most scientific fields, although its definition tends to vary with the context. Statistical ideas are an essenti…
q-fin.TR2015★ 17 cited
Detecting intraday financial market states using temporal clustering
Dieter Hendricks, Tim Gebbie, Diane Wilcox
We propose the application of a high-speed maximum likelihood clustering algorithm to detect temporal financial market states, using correlation matrices estimated from intraday ma…