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Dynamic time warping
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=== Finance and econometrics === Dynamic time warping is used in finance and econometrics to assess the quality of the prediction versus real-world data.<ref>{{Cite journal |last1=Orlando |first1=Giuseppe |last2=Bufalo |first2=Michele |last3=Stoop |first3=Ruedi |date=2022-02-01 |title=Financial markets' deterministic aspects modeled by a low-dimensional equation |journal=Scientific Reports |language=en |volume=12 |issue=1 |pages=1693 |doi=10.1038/s41598-022-05765-z |pmid=35105929 |pmc=8807815 |issn=2045-2322|doi-access=free |bibcode=2022NatSR..12.1693O }}</ref><ref>{{Cite journal |last1=Mastroeni |first1=Loretta |last2=Mazzoccoli |first2=Alessandro |last3=Quaresima |first3=Greta |last4=Vellucci |first4=Pierluigi |date=2021-02-01 |title=Decoupling and recoupling in the crude oil price benchmarks: An investigation of similarity patterns |url=https://www.sciencedirect.com/science/article/pii/S0140988320303765 |journal=Energy Economics |language=en |volume=94 |pages=105036 |doi=10.1016/j.eneco.2020.105036 |bibcode=2021EneEc..9405036M |s2cid=230536868 |issn=0140-9883}}</ref><ref>{{Cite journal |last1=Orlando |first1=Giuseppe |last2=Bufalo |first2=Michele |date=2021-12-10 |title=Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model |url=https://www.sciencedirect.com/science/article/pii/S1544612321004888 |journal=Finance Research Letters |volume=47 |language=en |pages=102599 |doi=10.1016/j.frl.2021.102599 |issn=1544-6123}}</ref>
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