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Dynamic Time Warping Algorithm in Modeling Systemic Risk in the European Insurance Sector
We are looking for tools to identify, model, and measure systemic risk in the insurance sector. To this aim, we investigated the possibilities of using the Dynamic Time Warping (DTW) algorithm in two ways. The first way of using DTW is to assess the suitability of the Minimum Spanning Trees’ (MST) t...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8393574/ https://www.ncbi.nlm.nih.gov/pubmed/34441162 http://dx.doi.org/10.3390/e23081022 |