Segmentation of time series in up- and down-trends using the epsilon-tau procedure with application to USD/JPY foreign exchange market data
出版年份 2020 全文链接
标题
Segmentation of time series in up- and down-trends using the epsilon-tau procedure with application to USD/JPY foreign exchange market data
作者
关键词
Probability distribution, Random walk, Finance, Financial markets, Structure of markets, Money supply and banking, Elections, Preprocessing
出版物
PLoS One
Volume 15, Issue 9, Pages e0239494
出版商
Public Library of Science (PLoS)
发表日期
2020-09-19
DOI
10.1371/journal.pone.0239494
参考文献
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