Jin, Q., Cucuringu, M., & Cartea, A. (2023). Correlation matrix clustering for statistical arbitrage portfolios. Association for Computing Machinery.
Chicago Style (17th ed.) CitationJin, Q., M. Cucuringu, and A. Cartea. Correlation Matrix Clustering for Statistical Arbitrage Portfolios. Association for Computing Machinery, 2023.
MLA (9th ed.) CitationJin, Q., et al. Correlation Matrix Clustering for Statistical Arbitrage Portfolios. Association for Computing Machinery, 2023.
Warning: These citations may not always be 100% accurate.