Sofia Ramos

Publication Activity (10 Years)

Years Active: 2008-2015
Publications (10 Years): 0

Top Topics

Financial Time Series

Clustering Method

Categorical Data

Top Venues

Expert Syst. Appl.

Eur. J. Oper. Res.

Publications

José G. Dias, Jeroen K. Vermunt, Sofia Ramos
Clustering financial time series: New insights from an extended hidden Markov model. Eur. J. Oper. Res. 243 (3) (2015)
José G. Dias, Sofia Ramos
Dynamic clustering of energy markets: An extended hidden Markov approach. Expert Syst. Appl. 41 (17) (2014)
José G. Dias, Jeroen K. Vermunt, Sofia Ramos
Mixture Hidden Markov Models in Finance Research. GfKl (2008)