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Clustering on Scenario 3 GARCH(1,1) processes (T=5000)

49Mean ARI

Proposed (spectral)

30.38435.21740.0544.883May 13, 2026
Updated 20d ago

Evaluation Results

MethodLinks
2026.05
4943.1
40.930.7
2026.05
38.828.5
2026.05
31.220.2
2026.05
31.117.5