Clustering CDS: algorithms, distances, stability and convergence rates
On clustering financial time series - A need for distances between dependent random variables
Exploring and measuring non-linear correlations
Clustering Financial Time Series using their Correlations and their Distributions
Clustering Financial Time Series: How Long is Enough?
Optimal Transport vs. Fisher-Rao distance between Copulas
A closer look at correlations
On the stability of clustering financial time series
Optimal Copula Transport for Clustering Time Series
Clustering Random Walk Time Series
Optimal Transport between Copulas for Clustering Time Series