Multiple day biclustering of high‐frequency financial time series H Liu, J Zou, N Ravishanker Stat 7 (1), e176, 2018 | 8 | 2018 |
Clustering high‐frequency financial time series based on information theory H Liu, J Zou, N Ravishanker Applied Stochastic Models in Business and Industry 38 (1), 4-26, 2022 | 6 | 2022 |
Anomaly Detection via Graphical Lasso H Liu, RC Paffenroth, J Zou, C Zhou arXiv preprint arXiv:1811.04277, 2018 | 2 | 2018 |
Latent level correlation modeling of multivariate discrete-valued financial time series Y Wang, H Liu, J Zou, N Ravishanker The Annals of Applied Statistics 18 (3), 2462-2485, 2024 | 1 | 2024 |
Deep Kernel Coherence Encoder H Liu, R Paffenroth, L Scharf, F Sun 2019 53rd Asilomar Conference on Signals, Systems, and Computers, 2067-2071, 2019 | 1 | 2019 |
Biclustering high-frequency financial time series based on information theory H Liu, J Zou, N Ravishanker Statistical Analysis and Data Mining 15 (4), 447-462, 2022 | | 2022 |
Patterns Detection on Multivariate High-Frequency Time Series H Liu WPI Library, 2020 | | 2020 |