Evaluation of recursive detection methods for turning points in financial time series (Q2802801)
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scientific article; zbMATH DE number 6574297
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| English | Evaluation of recursive detection methods for turning points in financial time series |
scientific article; zbMATH DE number 6574297 |
Statements
27 April 2016
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adaptive estimation
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exponential smoothing
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gain maximisation
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prediction errors
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time-varying parameters
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0.9016121
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0.8721106
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0.84547526
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Evaluation of recursive detection methods for turning points in financial time series (English)
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