标题
Multiple breaks detection in financial interval-valued time series
作者
关键词
Interval-valued time series, Multiple structural breaks, Atheoretical Regression Trees, Stock prices
出版物
EXPERT SYSTEMS WITH APPLICATIONS
Volume 164, Issue -, Pages 113775
出版商
Elsevier BV
发表日期
2020-08-02
DOI
10.1016/j.eswa.2020.113775
参考文献
相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。- Clustering of interval-valued time series of unequal length based on improved dynamic time warping
- (2019) Xiao Wang et al. EXPERT SYSTEMS WITH APPLICATIONS
- Multi-objective imprecise programming for financial portfolio selection with fuzzy returns
- (2019) Nabil Mansour et al. EXPERT SYSTEMS WITH APPLICATIONS
- Most Recent Changepoint Detection in Panel Data
- (2018) Lawrence Bardwell et al. TECHNOMETRICS
- Lagged correlation-based deep learning for directional trend change prediction in financial time series
- (2018) Ben Moews et al. EXPERT SYSTEMS WITH APPLICATIONS
- Improving stock index forecasts by using a new weighted fuzzy-trend time series method
- (2017) Abel Rubio et al. EXPERT SYSTEMS WITH APPLICATIONS
- Regime change analysis of interval-valued time series with an application to PM10
- (2015) Carmela Cappelli et al. CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS
- Time series clustering by a robust autoregressive metric with application to air pollution
- (2015) Pierpaolo D'Urso et al. CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS
- Parametric models and non-parametric machine learning models for predicting option prices: Empirical comparison study over KOSPI 200 Index options
- (2014) Hyejin Park et al. EXPERT SYSTEMS WITH APPLICATIONS
- Modeling and forecasting interval time series with threshold models
- (2014) Paulo M. M. Rodrigues et al. Advances in Data Analysis and Classification
- Change point analysis of imprecise time series
- (2013) Carmela Cappelli et al. FUZZY SETS AND SYSTEMS
- Constrained Regression for Interval-Valued Data
- (2013) Gloria González-Rivera et al. JOURNAL OF BUSINESS & ECONOMIC STATISTICS
- Interval data clustering using self-organizing maps based on adaptive Mahalanobis distances
- (2013) Chantal Hajjar et al. NEURAL NETWORKS
- Fuzzy Kohonen clustering networks for interval data
- (2012) Carlos W.D. de Almeida et al. NEUROCOMPUTING
- Midpoint radius self-organizing maps for interval-valued data with telecommunications application
- (2011) Pierpaolo D’Urso et al. APPLIED SOFT COMPUTING
- Principal component analysis for interval-valued observations
- (2011) A. Douzal-Chouakria et al. Statistical Analysis and Data Mining
- Different Approaches to Forecast Interval Time Series: A Comparison in Finance
- (2010) Javier Arroyo et al. Computational Economics
- Identification of Changes in Mean with Regression Trees: An Application to Market Research
- (2010) William S. Rea et al. Econometric Reviews
- Fuzzy defaultable bonds
- (2009) Elettra Agliardi et al. FUZZY SETS AND SYSTEMS
- Equity warrants pricing model under Fractional Brownian motion and an empirical study
- (2008) Wei-Guo Zhang et al. EXPERT SYSTEMS WITH APPLICATIONS
- Evolving and clustering fuzzy decision tree for financial time series data forecasting
- (2008) Robert K. Lai et al. EXPERT SYSTEMS WITH APPLICATIONS
- Mining fuzzy frequent trends from time series
- (2008) Chun-Hao Chen et al. EXPERT SYSTEMS WITH APPLICATIONS
- Interval Time Series Analysis with an Application to the Sterling-Dollar Exchange Rate
- (2008) Ai HAN et al. Journal of Systems Science & Complexity
- Detecting multiple mean breaks at unknown points in official time series
- (2008) Carmela Cappelli et al. MATHEMATICS AND COMPUTERS IN SIMULATION
- Forecasting models for interval-valued time series
- (2008) André Luis S. Maia et al. NEUROCOMPUTING
- Sequential Change-Point Detection Methods for Nonstationary Time Series
- (2008) Hyunyoung Choi et al. TECHNOMETRICS
Discover Peeref hubs
Discuss science. Find collaborators. Network.
Join a conversationCreate your own webinar
Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.
Create Now