Temporal distribution of clusters of investors and their application in prediction with expert advice
By Wojciech Wisniewski, Yuri Kalnishkan, David Lindsay, Siˆ an Lindsay
Rating
1468
Battle Count: 121
Relevance
9/10
Directly applicable to improving trading strategies and risk management in FX markets
Implementation Complexity
7/10
Requires implementation of complex clustering algorithms and Aggregating Algorithm
Reproducibility
3/5
Proprietary dataset used, but methodology is well-described
About this paper
Methodology: Clustering and Aggregating Algorithm. Problem types: Clustering, Time Series Forecasting, Portfolio Optimization.
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