Clustering Analysis of China's Stock Market Intraday States and Application in Optimal Execution

LIU Zhidong , ZHAO Zhiyuan

Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (6) : 1648-1668.

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Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (6) : 1648-1668. DOI: 10.12341/jssms20385

Clustering Analysis of China's Stock Market Intraday States and Application in Optimal Execution

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2021, 41(6): 1648-1668 https://doi.org/10.12341/jssms20385

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