@article{dynamictimewarpingforleadlag,
  title = {Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models},
  author = {Yichi Zhang and Mihai Cucuringu and Alexander Y. Shestopaloff and Stefan Zohren},
  year = {2023},
  eprint = {2309.08800},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2309.08800v1},
}