Segmentation of time series in up- and down-trends using the epsilon-tau procedure with application to USD/JPY foreign exchange market data
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Title
Segmentation of time series in up- and down-trends using the epsilon-tau procedure with application to USD/JPY foreign exchange market data
Authors
Keywords
Probability distribution, Random walk, Finance, Financial markets, Structure of markets, Money supply and banking, Elections, Preprocessing
Journal
PLoS One
Volume 15, Issue 9, Pages e0239494
Publisher
Public Library of Science (PLoS)
Online
2020-09-19
DOI
10.1371/journal.pone.0239494
References
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