Measurement and contagion modelling of systemic risk in China's financial sectors: Evidence for functional data analysis and complex network

Dynamic programming algorithm optimization for spoken word recognition

Hiroaki Sakoe, Seibi Chiba · IEEE Transactions on Acoustics Speech and Signal Processing · 1978 · 6.5K citations

Computing, Computer Science, Algorithms +14

Better to give than to receive: Predictive directional measurement of volatility spillovers

Francis X. Diebold, Kamil Yılmaz · International Journal of Forecasting · 2011 · 5.5K citations

Social Sciences, Economics, Finance +17

A faster algorithm for betweenness centrality*

Ulrik Brandes · Journal of Mathematical Sociology · 2001 · 4.9K citations · Full text

Computing, Computer Science, Computer Networks +14

On the network topology of variance decompositions: Measuring the connectedness of financial firms

Francis X. Diebold, Kamil Yılmaz · Journal of Econometrics · 2014 · 4.4K citations

Business, Economics, Finance +17

Smoothing noisy data with spline functions

Peter G. Craven, Grace Wahba · Numerische Mathematik · 1978 · 3.4K citations

Architecture, Computer Science, Time Series Analysis +11